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: | 1.4.1 |
| 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: | 2025-12-08 |
| DOI: | 10.32614/CRAN.package.MSCMT |
| Author: | Martin Becker [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.html ,MSCMT.pdf |
| Vignettes: | Checking and Improving Results of package Synth (source,R code) SCM Using Time Series (source,R code) Working with package MSCMT (source,R code) |
Downloads:
| Package source: | MSCMT_1.4.1.tar.gz |
| Windows binaries: | r-devel:MSCMT_1.4.1.zip, r-release:MSCMT_1.4.1.zip, r-oldrel:MSCMT_1.4.1.zip |
| macOS binaries: | r-release (arm64):MSCMT_1.4.1.tgz, r-oldrel (arm64):MSCMT_1.4.1.tgz, r-release (x86_64):MSCMT_1.4.1.tgz, r-oldrel (x86_64):MSCMT_1.4.1.tgz |
| Old sources: | MSCMT archive |
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=MSCMTto link to this page.