[Feature Request]: Handling dependencies in testing

### Describe the feature you want to propose or implement

See points raised in https://github.com/DoubleML/doubleml-for-r/pull/203

### Propose a possible solution or implementation

adjust unit tests

### Did you consider alternatives to the proposed solution. If yes, please describe

_No response_

### Comments, context or references

_No response_

Start by reading the points raised in pull request #203 and inspect the repository's existing unit-test setup. Determine which testing dependencies need handling and adjust the unit tests accordingly; done means the dependency-related test behavior from the proposal is covered.

Written by the indexing model from the issue text.