Draft (new feature) : Model to estimate when a intervention had effect

.pre-commit-config.yaml

@@ -22,7 +22,7 @@ repos:
         exclude_types: [svg]
       - id: check-yaml
       - id: check-added-large-files
-        exclude: &exclude_pattern 'iv_weak_instruments.ipynb'
+        exclude: &exclude_pattern '(iv_weak_instruments\.ipynb|cp_covid\.ipynb)'
         args: ["--maxkb=1500"]
   - repo: https://github.com/astral-sh/ruff-pre-commit
     rev: v0.14.0

causalpy/__init__.py

@@ -19,6 +19,7 @@
 from causalpy.version import __version__
 
 from .data import load_data
+from .experiments.change_point_detection import ChangePointDetection
 from .experiments.diff_in_diff import DifferenceInDifferences
 from .experiments.instrumental_variable import InstrumentalVariable
 from .experiments.interrupted_time_series import InterruptedTimeSeries
@@ -33,6 +34,7 @@
 __all__ = [
     "__version__",
     "DifferenceInDifferences",
+    "ChangePointDetection",
     "create_causalpy_compatible_class",
     "InstrumentalVariable",
     "InterruptedTimeSeries",

causalpy/custom_exceptions.py

@@ -37,3 +37,10 @@ class DataException(Exception):
 
     def __init__(self, message: str):
         self.message = message
+
+
+class ModelException(Exception):
+    """Exception raised given when there is some error in user-provided model"""
+
+    def __init__(self, message: str):
+        self.message = message