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MSCMT: Multivariate Synthetic Control Method Using Time Series

Three generalizations of the synthetic control method (which has already an implementation in package 'Synth') are implemented: first, 'MSCMT' allows for using multiple outcome variables, second, time series can be supplied as economic predictors, and third, a well-defined cross-validation approach can be used. Much effort has been taken to make the implementation as stable as possible (including edge cases) without losing computational efficiency. A detailed description of the main algorithms is given in Becker and Klößner (2018) <doi:10.1016/j.ecosta.2017.08.002>.

Version: 1.4.0
Depends: R (≥ 3.2.0)
Imports: stats, utils, parallel, lpSolve, ggplot2, lpSolveAPI, Rglpk, Rdpack
Suggests: Synth, DEoptim, rgenoud, DEoptimR, GenSA, GA, soma, cmaes, Rmalschains, NMOF, nloptr, pso, LowRankQP, kernlab, reshape, knitr, rmarkdown
Published: 2024-03-19
DOI: 10.32614/CRAN.package.MSCMT
Author: Martin Becker ORCID iD [aut, cre], Stefan Klößner [aut], Karline Soetaert [com], Jack Dongarra [cph], R.J. Hanson [cph], K.H. Haskell [cph], Cleve Moler [cph], LAPACK authors [cph]
Maintainer: Martin Becker <martin.becker at mx.uni-saarland.de>
License: GPL-2 | GPL-3 [expanded from: GPL]
Copyright: inst/COPYRIGHTS
MSCMT copyright details
NeedsCompilation: yes
Materials: NEWS
CRAN checks: MSCMT results

Documentation:

Reference manual: MSCMT.pdf
Vignettes: Checking and Improving Results of package Synth
SCM Using Time Series
Working with package MSCMT

Downloads:

Package source: MSCMT_1.4.0.tar.gz
Windows binaries: r-devel: MSCMT_1.4.0.zip, r-release: MSCMT_1.4.0.zip, r-oldrel: MSCMT_1.4.0.zip
macOS binaries: r-release (arm64): MSCMT_1.4.0.tgz, r-oldrel (arm64): MSCMT_1.4.0.tgz, r-release (x86_64): MSCMT_1.4.0.tgz, r-oldrel (x86_64): MSCMT_1.4.0.tgz
Old sources: MSCMT archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.