Add sample selection models to DoubleML for R

[PhilippBach]

Description

Please describe all changes and additions.
In addition, you may want to comment on the diff in GitHub.

Reference to Issues or PRs

For documentation in user guide, see DoubleML/doubleml-docs#222

Comments

This brings the initial changes from #211 to main (see the communication there). Original changes made by @petronelaj

PR Checklist

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• The title of the pull request summarizes the changes made.
• The PR contains a detailed description of all changes and additions.
• References to related issues or PRs are added.
• The code passes R CMD check and all (unit) tests (see our contributing guidelines for details).

  Comment: R devel chekcs are failing, but this is due to issues with loading glmnet

• Enhancements or new feature are equipped with unit tests.

  see Fix Unit Tests for tuning SSM, tune_on_folds & nonignorable #221

• The changes adhere to the "mlr-style" standards (see our contributing guidelines for details).

[PhilippBach]

I think we should add some unit tests for the data backend, see #214

@petronelaj - do you think you could take care of this? Thanks!

[petronelaj]

Hello, just to make sure, the tests for cluster data should be in this file as well?
https://github.com/DoubleML/doubleml-for-r/blob/p-ssm_branch/tests/testthat/test-double_ml_data.R
And should I include anything else in the tests, for example the error message when data is incorrectly specified?

[PhilippBach]

Hi @petronelaj

in the last days I tried to move on with this PR. I think there are still a couple of todos which we should try to complete soon, see
#217, #218

I also listed some points in #216 , which we would have to address before releasing the SSM models.

Thank you!