Merge pull request #343 from DoubleML/o-rdd

Add possibility of user defined bandwidth in rdrobust

Author: SvenKlaassen

doubleml/rdd/rdd.py

@@ -143,7 +143,14 @@ def __init__(
 
         self._check_effect_sign()
 
-        # TODO: Add further input checks
+        if found_keys := {"h", "b"} & kwargs.keys():
+            warnings.warn(
+                (
+                    f"Key-worded arguments contain: {found_keys}.\n"
+                    "Iterative bandwidth selection will be overwritten by provided values."
+                )
+            )
+
         self.kwargs = kwargs
 
         self._smpls = DoubleMLResampling(
@@ -453,10 +460,16 @@ def _update_weights(self):
     def _fit_rdd(self, h=None, b=None):
         if self.fuzzy:
             rdd_res = rdrobust.rdrobust(
-                y=self._M_Y[:, self._i_rep], x=self._score, fuzzy=self._M_D[:, self._i_rep], h=h, b=b, **self.kwargs
+                y=self._M_Y[:, self._i_rep],
+                x=self._score,
+                fuzzy=self._M_D[:, self._i_rep],
+                c=0,
+                **({"h": h, "b": b} | self.kwargs),
             )
         else:
-            rdd_res = rdrobust.rdrobust(y=self._M_Y[:, self._i_rep], x=self._score, h=h, b=b, **self.kwargs)
+            rdd_res = rdrobust.rdrobust(
+                y=self._M_Y[:, self._i_rep], x=self._score, fuzzy=None, c=0, **({"h": h, "b": b} | self.kwargs)
+            )
         return rdd_res
 
     def _set_coefs(self, rdd_res, h):

doubleml/rdd/tests/test_rdd_exceptions.py

@@ -237,3 +237,22 @@ def test_rdd_exception_fit():
     msg = "The number of iterations for the iterative bandwidth fitting has to be positive. 0 was passed."
     with pytest.raises(ValueError, match=msg):
         rdd_model.fit(n_iterations=0)
+
+
+@pytest.mark.ci_rdd
+def test_rdd_warning_kwargs():
+    msg = r"Key-worded arguments contain: {'h'}.\n" "Iterative bandwidth selection will be overwritten by provided values."
+    with pytest.warns(UserWarning, match=msg):
+        _ = RDFlex(dml_data, ml_g, h=0.1)
+
+    msg = r"Key-worded arguments contain: {'b'}.\n" "Iterative bandwidth selection will be overwritten by provided values."
+    with pytest.warns(UserWarning, match=msg):
+        _ = RDFlex(dml_data, ml_g, b=0.1)
+
+    # The order in the set is not guaranteed
+    msg = (
+        r"Key-worded arguments contain: {'[hb]', '[hb]'}.\n"
+        "Iterative bandwidth selection will be overwritten by provided values."
+    )
+    with pytest.warns(UserWarning, match=msg):
+        _ = RDFlex(dml_data, ml_g, h=0.1, b=0.1)