Merge pull request #72 from DoubleML/m-fix-mw-cluster-nb

use localconverter; prevent depreciated pandas append

Author: MalteKurz

doc/examples/py_double_ml_multiway_cluster.ipynb

@@ -525,9 +525,8 @@
    "outputs": [],
    "source": [
     "from sklearn.preprocessing import PolynomialFeatures\n",
-    "from rpy2.robjects.packages import importr, data\n",
-    "from rpy2.robjects import r, pandas2ri\n",
-    "pandas2ri.activate()"
+    "from rpy2.robjects.packages import PackageData\n",
+    "from rpy2.robjects import pandas2ri, default_converter, conversion"
    ]
   },
   {
@@ -538,8 +537,9 @@
    },
    "outputs": [],
    "source": [
-    "hdm = importr('hdm')\n",
-    "blp_data = data(hdm).fetch('BLP')['BLP'][0]"
+    "r_df = PackageData('hdm').fetch('BLP')['BLP'][0]\n",
+    "with conversion.localconverter(default_converter + pandas2ri.converter):\n",
+    "    blp_data = conversion.rpy2py(r_df)"
    ]
   },
   {
@@ -754,7 +754,7 @@
     "res = dml_pliv.summary.reset_index(drop=True)\n",
     "res['z_col'] = dml_data.z_cols[0]\n",
     "res['clustering'] = 'two-way'\n",
-    "res_df = res_df.append(res)"
+    "res_df = pd.concat([res_df, res]).reset_index(drop=True)"
    ]
   },
   {
@@ -783,7 +783,7 @@
     "res = dml_pliv.summary.reset_index(drop=True)\n",
     "res['z_col'] = dml_data.z_cols[0]\n",
     "res['clustering'] = 'one-way-product'\n",
-    "res_df = res_df.append(res)"
+    "res_df = pd.concat([res_df, res]).reset_index(drop=True)"
    ]
   },
   {
@@ -812,7 +812,7 @@
     "res = dml_pliv.summary.reset_index(drop=True)\n",
     "res['z_col'] = dml_data.z_cols[0]\n",
     "res['clustering'] = 'one-way-market'\n",
-    "res_df = res_df.append(res)"
+    "res_df = pd.concat([res_df, res]).reset_index(drop=True)"
    ]
   },
   {
@@ -866,7 +866,7 @@
     "res = dml_pliv.summary.reset_index(drop=True)\n",
     "res['z_col'] = dml_data.z_cols[0]\n",
     "res['clustering'] = 'zero-way'\n",
-    "res_df = res_df.append(res)"
+    "res_df = pd.concat([res_df, res]).reset_index(drop=True)"
    ]
   },
   {
@@ -988,7 +988,7 @@
    "provenance": []
   },
   "kernelspec": {
-   "display_name": "Python 3",
+   "display_name": "Python 3 (ipykernel)",
    "language": "python",
    "name": "python3"
   },
@@ -1002,7 +1002,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.9.5"
+   "version": "3.9.7"
   }
  },
  "nbformat": 4,