Merge branch 'master' of github.com:DoubleML/doubleml-for-r into m-boot-algo

Author: MalteKurz

NAMESPACE

@@ -19,6 +19,7 @@ importFrom(R6,R6Class)
 importFrom(clusterGeneration,genPositiveDefMat)
 importFrom(data.table,as.data.table)
 importFrom(data.table,data.table)
+importFrom(data.table,setnafill)
 importFrom(mlr3,Task)
 importFrom(mlr3,TaskClassif)
 importFrom(mlr3,TaskRegr)

R/double_ml_pliv.R

@@ -380,7 +380,8 @@ DoubleMLPLIV = R6Class("DoubleMLPLIV",
         fold_specific_params = private$fold_specific_params)
       m_hat = m_hat_list$preds
       data_aux_list = lapply(m_hat_list$train_preds, function(x) {
-        data.table(self$data$data_model, "m_hat_on_train" = x)
+        setnafill(data.table(self$data$data_model, "m_hat_on_train" = x),
+               fill = -9999.99) # mlr3 does not allow NA's (values are not used)
       })
 
       m_hat_tilde = dml_cv_predict(self$learner$ml_r,

R/helper.R

@@ -173,7 +173,7 @@ extract_prediction = function(obj_resampling, learner_class, n_obs,
         1:n_iters,
         function(x) as.data.table(obj_resampling$predictions("train")[[x]]))
       for (i_iter in 1:n_iters) {
-        preds_vec = vector("numeric", length = n_obs)
+        preds_vec = as.numeric(rep(NA, n_obs))
         f_hat = f_hat_list[[i_iter]]
         preds_vec[f_hat[[ind_name]]] = f_hat[[resp_name]]
         preds[[i_iter]] = preds_vec
@@ -189,7 +189,7 @@ extract_prediction = function(obj_resampling, learner_class, n_obs,
       }
     }
   } else {
-    preds = vector("numeric", length = n_obs)
+    preds = as.numeric(rep(NA, n_obs))
     if (testR6(obj_resampling, classes = "ResampleResult")) obj_resampling = list(obj_resampling)
     n_obj_rsmp = length(obj_resampling)
     for (i_obj_rsmp in 1:n_obj_rsmp) {

R/zzz.R

@@ -5,7 +5,7 @@
 #' @importFrom mlr3tuning TuningInstanceSingleCrit tnr trm
 #' @importFrom mlr3learners LearnerRegrLM
 #' @importFrom mlr3misc insert_named
-#' @importFrom data.table data.table as.data.table
+#' @importFrom data.table data.table as.data.table setnafill
 #' @importFrom readstata13 read.dta13
 #' @importFrom stats formula model.matrix rnorm runif rexp toeplitz pnorm qnorm
 #' printCoefmat quantile p.adjust.methods p.adjust median