Optimize CallawaySantAnna covariate path (5-19x speedup)#194

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igerber merged 9 commits intomainfrom

Mar 15, 2026

Commits on Mar 15, 2026

Optimize CallawaySantAnna covariate path with Cholesky and pscore caching

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Fix not_yet_treated cache keys and add dropped-cell warning

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Restore rank-deficiency handling, complete IF schema migration, strengthen validation

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Gate Cholesky behind rank checks, add reduced-column solve and cond=1e-07

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Address PR #194 review round 4: NaN-cell preservation, empty covariates, batch warnings, validator fields

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Filter NaN cells in bootstrap aggregation paths, add bootstrap NaN test, extend validator group fields

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Use filtered post_treatment_indices for original_overall, fix test to poison post-treatment cell, add one-sided NaN detection in validator

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Exclude NaN-anchor cohorts from balance_e event-study aggregation, add regression test

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Add non-finite outcome validation in EfficientDiD.fit()

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