cmr.polynomial_sieve

Guide & worked example · Source

cmr.polynomial_sieve(
    z,
    degree=3,
    include_interactions=True,
    include_intercept=True,
)

Polynomial basis expansion for instruments.

The basis is intentionally simple and PyTorch-native. It is a clean replacement for the old SciPy B-spline helper when the goal is a small, dependency-light conditional moment estimator.