add HTE documentation for PLR, Add weighted ATE for IRM

doc/api/api.rst

@@ -68,6 +68,7 @@ Dataset generators
    datasets.make_did_SZ2020
    datasets.make_confounded_plr_data
    datasets.make_confounded_irm_data
+   datasets.make_heterogeneous_data
 
 Score mixin classes for double machine learning models
 ------------------------------------------------------

doc/examples/index.rst

@@ -6,39 +6,52 @@
 Examples
 ==========
 
-R: Case studies
----------------
-
-These are case studies with the R package :ref:`DoubleML <doubleml_package>`.
-
-.. nbgallery::
-    :name: case-studies-r
-
-    R_double_ml_pension.ipynb
-    r_double_ml_multiway_cluster.ipynb
-    r_doubleml_basic_iv.ipynb
-
 Python: Case studies
 ---------------------
 
 These are case studies with the Python package :ref:`DoubleML <doubleml_package>`.
 
+General Examples
+++++++++++++++
+
 .. nbgallery::
     :name: case-studies-py
 
     py_double_ml_pension.ipynb
+    py_double_ml_sensitivity.ipynb
+    py_double_ml_learner.ipynb
     py_double_ml_multiway_cluster.ipynb
-    py_double_ml_gate.ipynb
-    py_double_ml_cate.ipynb
     py_double_ml_did.ipynb
     py_double_ml_did_pretest.ipynb
+    py_doubleml_basic_iv.ipynb
+
+
+Effect Heterogeneity
+++++++++++++++++++++
+
+.. nbgallery::
+    :name: case-studies-py-heterogeneity
+
+    py_double_ml_gate.ipynb
+    py_double_ml_gate_plr.ipynb
+    py_double_ml_cate.ipynb
+    py_double_ml_cate_plr.ipynb
     py_double_ml_pension_qte.ipynb
     py_double_ml_pq.ipynb
     py_double_ml_cvar.ipynb
-    py_double_ml_learner.ipynb
-    py_double_ml_sensitivity.ipynb
     py_double_ml_policy_tree.ipynb
-    py_doubleml_basic_iv.ipynb
+
+R: Case studies
+---------------
+
+These are case studies with the R package :ref:`DoubleML <doubleml_package>`.
+
+.. nbgallery::
+    :name: case-studies-r
+
+    R_double_ml_pension.ipynb
+    r_double_ml_multiway_cluster.ipynb
+    r_doubleml_basic_iv.ipynb
 
 Sandbox
 ----------