reallift 0.7.1

Causal Inference Library for Lift Measurement

RealLift

Causal Inference Framework for Geo Experiments & Marketing Science

RealLift is a Python library for measuring the true incremental impact of marketing interventions through Synthetic Control, Convex Optimization, and robust significance testing — designed for markets where individual-level tracking is unavailable.

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Framework Pillars

Four layers of defense against noise and spurious correlations:

1. Data Quality (clean) — Missing value imputation, zero-rate filtering, and geo-level quality scoring.
2. Auditable Planning (design) — Algorithmically selects optimal treatment/control clusters and projects statistical power (MDE) before any spend.
3. Causal Inference (run) — Builds counterfactuals via Convex Optimization with Intercept Adjustment, ensuring behavioral alignment across differing baseline levels.
4. Confidence Validation — Moving Block Bootstrap (MBB) + Placebo/Permutation tests with visual and statistical evidence.

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Installation

pip install reallift

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Quick Start

The API is object-oriented. Instantiate a GeoExperiment via the RealLift namespace — it holds the data in memory across all pipeline steps.

1. Initialize

from reallift import RealLift

# Accepts a CSV path or a pandas DataFrame
rl = RealLift.GeoExperiment(
    "geo_daily_sales.csv",
    date_col="date",
    start_date="2025-01-01",   # optional: window the analysis period
    end_date="2025-04-30",
)

2. Clean

df_clean = rl.clean(
    imputation_method="constant",   # "constant" or "interpolation"
    max_zero_rate=0.0,              # drop geos with any zero-revenue days
    keep_top_quantiles=1,           # keep only top revenue quantile
    quantile_bins=40,
    save_pdf=True,
    pdf_name="DataQualityReport.pdf",
)

3. Design (Pre-Test Phase)

doe = rl.design(
    pct_treatment=[0.05, 0.10, 0.15],   # treatment pool sizes to evaluate
    experiment_days=[21, 28, 35],        # durations to evaluate
    check_ghost_lift=True,               # OOS backtest for spurious effects
    save_pdf=True,
    pdf_name="DoEReport.pdf",
)

# Visual diagnostics
doe.plot_cluster_fits(scenario=0)       # pre-period synthetic control fit per cluster
doe.plot_consolidated_fit(scenario=0)  # aggregated control group fit
doe.plot_power_analysis()              # MDE curves vs. experiment duration

4. Run (Post-Test Phase)

Option A — Backtest on historical data (validate the design before the campaign):

results = rl.run(
    perform_backtesting={"lift": 0.0, "days": 28},  # placebo: inject 0% lift
    doe=doe,
    scenario=0,
)

Option B — Real campaign analysis (after the campaign ends, load data that includes the treatment period):

rl_post = RealLift.GeoExperiment("geo_daily_sales_with_campaign.csv", date_col="date")
rl_post.clean()

results = rl_post.run(
    treatment_start_date="2025-04-01",
    treatment_end_date="2025-04-28",
    doe=doe,
    scenario=0,
)

5. Visualize Results

results.plot_cluster_effects(post_only=False)      # treatment vs. synthetic per cluster
results.plot_consolidated_effect(post_only=False)  # aggregated causal impact
results.plot_lift_distributions(show_null=True)    # bootstrap CI + hypothesis test

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Hands-on example: examples/GeoExperiment/GeoExperiment-Quickstart.ipynb — full pipeline with synthetic data, no setup required.

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Key Algorithms

Algorithm	Role
Convex Intercept	Absorbs baseline shift between treated and synthetic while preserving Σw = 1
Synchronization Error Ratio (SER)	Pre-experiment geo ranking and volatility scoring
ElasticNet Pool Purification	Removes weak/spurious controls before convex optimization
Moving Block Bootstrap (MBB)	Respects temporal autocorrelation (~7-day blocks) for conservative CIs
OOS Ghost Lift Detection	Weekly-aligned backtest that flags spurious effects in the experiment design
Placebo / MSPE Ratio	Permutation-based empirical p-values robust to noisy markets

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Dependencies

• Optimization: cvxpy, scipy, numpy
• Data: pandas, scikit-learn
• Visualization: matplotlib

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Developed by Roberto Junior.

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Citation

If you use RealLift in your research or applied work, please cite:

@misc{junior2026reallift,
  author    = {Junior, Roberto},
  title     = {RealLift: Robust Design and Inference for Geo-Experimentation},
  year      = {2026},
  doi       = {10.5281/zenodo.20329451},
  url       = {https://doi.org/10.5281/zenodo.20329451},
  note      = {Preprint}
}