DoubleML / DoubleML/doubleml-py-vs-r

DeprecationWarning by rpy2 package

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Description

See unit tests on github actions: https://github.com/DoubleML/doubleml-py-vs-r/actions

```
pandas2ri.py:261: DeprecationWarning: The global conversion available with activate() is deprecated and will be removed in the next major release. Use a local converter.
```
```
numpy2ri.py:185: DeprecationWarning: The global conversion available with activate() is deprecated and will be removed in the next major release. Use a local converter.
```

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