diff-diff 2.4.0__tar.gz → 2.4.2__tar.gz

{diff_diff-2.4.0 → diff_diff-2.4.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: diff-diff
-Version: 2.4.0
+Version: 2.4.2
 Classifier: Development Status :: 5 - Production/Stable
 Classifier: Intended Audience :: Science/Research
 Classifier: Operating System :: OS Independent
@@ -2021,7 +2021,7 @@ TROP(
     max_iter=100,              # Max iterations for factor estimation
     tol=1e-6,                  # Convergence tolerance
     alpha=0.05,                # Significance level for CIs
-    n_bootstrap=200,           # Bootstrap replications
+    n_bootstrap=200,           # Bootstrap replications (minimum 2; TROP requires bootstrap for SEs)
     seed=None                  # Random seed
 )
 ```
@@ -2102,8 +2102,6 @@ SunAbraham(
 | `time` | str | Time period column |
 | `first_treat` | str | Column with first treatment period (0 for never-treated) |
 | `covariates` | list | Covariate column names |
-| `min_pre_periods` | int | Minimum pre-treatment periods to include |
-| `min_post_periods` | int | Minimum post-treatment periods to include |
 
 ### SunAbrahamResults
 
@@ -2143,6 +2141,7 @@ ImputationDiD(
     alpha=0.05,                       # Significance level for CIs
     cluster=None,                     # Column for cluster-robust SEs
     n_bootstrap=0,                    # Bootstrap iterations (0 = analytical)
+    bootstrap_weights='rademacher',   # 'rademacher', 'mammen', or 'webb'
     seed=None,                        # Random seed
     rank_deficient_action='warn',     # 'warn', 'error', or 'silent'
     horizon_max=None,                 # Max event-study horizon
@@ -2197,6 +2196,7 @@ TwoStageDiD(
     alpha=0.05,                       # Significance level for CIs
     cluster=None,                     # Column for cluster-robust SEs (defaults to unit)
     n_bootstrap=0,                    # Bootstrap iterations (0 = analytical GMM SEs)
+    bootstrap_weights='rademacher',   # 'rademacher', 'mammen', or 'webb'
     seed=None,                        # Random seed
     rank_deficient_action='warn',     # 'warn', 'error', or 'silent'
     horizon_max=None,                 # Max event-study horizon

{diff_diff-2.4.0 → diff_diff-2.4.2}/README.md

@@ -1983,7 +1983,7 @@ TROP(
     max_iter=100,              # Max iterations for factor estimation
     tol=1e-6,                  # Convergence tolerance
     alpha=0.05,                # Significance level for CIs
-    n_bootstrap=200,           # Bootstrap replications
+    n_bootstrap=200,           # Bootstrap replications (minimum 2; TROP requires bootstrap for SEs)
     seed=None                  # Random seed
 )
 ```
@@ -2064,8 +2064,6 @@ SunAbraham(
 | `time` | str | Time period column |
 | `first_treat` | str | Column with first treatment period (0 for never-treated) |
 | `covariates` | list | Covariate column names |
-| `min_pre_periods` | int | Minimum pre-treatment periods to include |
-| `min_post_periods` | int | Minimum post-treatment periods to include |
 
 ### SunAbrahamResults
 
@@ -2105,6 +2103,7 @@ ImputationDiD(
     alpha=0.05,                       # Significance level for CIs
     cluster=None,                     # Column for cluster-robust SEs
     n_bootstrap=0,                    # Bootstrap iterations (0 = analytical)
+    bootstrap_weights='rademacher',   # 'rademacher', 'mammen', or 'webb'
     seed=None,                        # Random seed
     rank_deficient_action='warn',     # 'warn', 'error', or 'silent'
     horizon_max=None,                 # Max event-study horizon
@@ -2159,6 +2158,7 @@ TwoStageDiD(
     alpha=0.05,                       # Significance level for CIs
     cluster=None,                     # Column for cluster-robust SEs (defaults to unit)
     n_bootstrap=0,                    # Bootstrap iterations (0 = analytical GMM SEs)
+    bootstrap_weights='rademacher',   # 'rademacher', 'mammen', or 'webb'
     seed=None,                        # Random seed
     rank_deficient_action='warn',     # 'warn', 'error', or 'silent'
     horizon_max=None,                 # Max event-study horizon

{diff_diff-2.4.0 → diff_diff-2.4.2}/diff_diff/__init__.py

@@ -148,7 +148,7 @@ from diff_diff.datasets import (
     load_mpdta,
 )
 
-__version__ = "2.4.0"
+__version__ = "2.4.2"
 __all__ = [
     # Estimators
     "DifferenceInDifferences",

{diff_diff-2.4.0 → diff_diff-2.4.2}/diff_diff/_backend.py

@@ -35,6 +35,8 @@ try:
         compute_time_weights as _rust_compute_time_weights,
         compute_noise_level as _rust_compute_noise_level,
         sc_weight_fw as _rust_sc_weight_fw,
+        # Diagnostics
+        rust_backend_info as _rust_backend_info,
     )
     _rust_available = True
 except ImportError:
@@ -56,6 +58,7 @@ except ImportError:
     _rust_compute_time_weights = None
     _rust_compute_noise_level = None
     _rust_sc_weight_fw = None
+    _rust_backend_info = None
 
 # Determine final backend based on environment variable and availability
 if _backend_env == 'python':
@@ -78,6 +81,7 @@ if _backend_env == 'python':
     _rust_compute_time_weights = None
     _rust_compute_noise_level = None
     _rust_sc_weight_fw = None
+    _rust_backend_info = None
 elif _backend_env == 'rust':
     # Force Rust mode - fail if not available
     if not _rust_available:
@@ -90,8 +94,25 @@ else:
     # Auto mode - use Rust if available
     HAS_RUST_BACKEND = _rust_available
 
+
+def rust_backend_info():
+    """Return compile-time BLAS feature information for the Rust backend.
+
+    Returns a dict with keys:
+    - 'blas': True if any BLAS backend is linked
+    - 'accelerate': True if Apple Accelerate is linked (macOS)
+    - 'openblas': True if OpenBLAS is linked (Linux)
+
+    If the Rust backend is not available, all values are False.
+    """
+    if _rust_backend_info is not None:
+        return _rust_backend_info()
+    return {"blas": False, "accelerate": False, "openblas": False}
+
+
 __all__ = [
     'HAS_RUST_BACKEND',
+    'rust_backend_info',
     '_rust_bootstrap_weights',
     '_rust_synthetic_weights',
     '_rust_project_simplex',

{diff_diff-2.4.0 → diff_diff-2.4.2}/diff_diff/diagnostics.py

@@ -19,7 +19,7 @@ import pandas as pd
 
 from diff_diff.estimators import DifferenceInDifferences
 from diff_diff.results import _get_significance_stars
-from diff_diff.utils import compute_confidence_interval, compute_p_value
+from diff_diff.utils import safe_inference
 
 
 @dataclass
@@ -661,7 +661,7 @@ def permutation_test(
     ci_lower = np.percentile(valid_effects, alpha / 2 * 100)
     ci_upper = np.percentile(valid_effects, (1 - alpha / 2) * 100)
 
-    # T-stat from original estimate
+    # NOTE: Not using safe_inference — p_value is permutation-based, CI is percentile-based.
     t_stat = original_att / se if np.isfinite(se) and se > 0 else np.nan
 
     return PlaceboTestResults(
@@ -782,15 +782,9 @@ def leave_one_out_test(
 
     # Statistics of LOO distribution
     mean_effect = np.mean(valid_effects)
-    se = np.std(valid_effects, ddof=1) if len(valid_effects) > 1 else 0.0
-    t_stat = mean_effect / se if np.isfinite(se) and se > 0 else np.nan
-
-    # Use t-distribution for p-value
+    se = np.std(valid_effects, ddof=1) if len(valid_effects) > 1 else np.nan
     df = len(valid_effects) - 1 if len(valid_effects) > 1 else 1
-    p_value = compute_p_value(t_stat, df=df)
-
-    # CI
-    conf_int = compute_confidence_interval(mean_effect, se, alpha, df=df) if np.isfinite(se) and se > 0 else (np.nan, np.nan)
+    t_stat, p_value, conf_int = safe_inference(mean_effect, se, alpha=alpha, df=df)
 
     return PlaceboTestResults(
         test_type="leave_one_out",

{diff_diff-2.4.0 → diff_diff-2.4.2}/diff_diff/estimators.py

@@ -27,9 +27,8 @@ from diff_diff.linalg import (
 from diff_diff.results import DiDResults, MultiPeriodDiDResults, PeriodEffect
 from diff_diff.utils import (
     WildBootstrapResults,
-    compute_confidence_interval,
-    compute_p_value,
     demean_by_group,
+    safe_inference,
     validate_binary,
     wild_bootstrap_se,
 )
@@ -1034,14 +1033,7 @@ class MultiPeriodDiD(DifferenceInDifferences):
             idx = interaction_indices[period]
             effect = coefficients[idx]
             se = np.sqrt(vcov[idx, idx])
-            if np.isfinite(se) and se > 0:
-                t_stat = effect / se
-                p_value = compute_p_value(t_stat, df=df)
-                conf_int = compute_confidence_interval(effect, se, self.alpha, df=df)
-            else:
-                t_stat = np.nan
-                p_value = np.nan
-                conf_int = (np.nan, np.nan)
+            t_stat, p_value, conf_int = safe_inference(effect, se, alpha=self.alpha, df=df)
 
             period_effects[period] = PeriodEffect(
                 period=period,
@@ -1085,15 +1077,9 @@ class MultiPeriodDiD(DifferenceInDifferences):
                 avg_conf_int = (np.nan, np.nan)
             else:
                 avg_se = float(np.sqrt(avg_var))
-                if np.isfinite(avg_se) and avg_se > 0:
-                    avg_t_stat = avg_att / avg_se
-                    avg_p_value = compute_p_value(avg_t_stat, df=df)
-                    avg_conf_int = compute_confidence_interval(avg_att, avg_se, self.alpha, df=df)
-                else:
-                    # Zero SE (degenerate case)
-                    avg_t_stat = np.nan
-                    avg_p_value = np.nan
-                    avg_conf_int = (np.nan, np.nan)
+                avg_t_stat, avg_p_value, avg_conf_int = safe_inference(
+                    avg_att, avg_se, alpha=self.alpha, df=df
+                )
 
         # Count observations
         n_treated = int(np.sum(d))