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[Feature Request]: Rework Propensity Score Adjustments & add Calibration #296

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@SvenKlaassen

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@SvenKlaassen

Describe the feature you want to propose or implement

I think it might be a good choice to rework

  • ipw_normalization
  • trimming_rule
  • trimming_threshold

The goals would be to generalize reweighting schemes and other adjustments.
If possible this should include the in_sample_normalization option of the doubleml.did module.

Further this should include an option to calibrate, see Algorithm 5 Calibration Strategies.

Propose a possible solution or implementation

  • Include several functions in utils._propensity_score
  • Rename trimming to clipping
  • Include calbration of propensity scores

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