CRAN

MSCMT 1.3.3

Multivariate Synthetic Control Method Using Time Series

Released May 4, 2018 by Martin Becker

This package cannot yet be used with Renjin it depends on other packages which are not available: Rdpack 0.8-0 and Rglpk 0.6-3 An older version of this package is more compatible with Renjin.

Dependencies

Rdpack 0.8-0 Rglpk 0.6-3 ggplot2 2.2.1 lpSolveAPI 5.5.2.0-17 lpSolve 5.6.13

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) .

Source

R
C
Fortran

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