CRAN/E | MSCMT

MSCMT

Multivariate Synthetic Control Method Using Time Series

Installation

About

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.

Copyright inst/COPYRIGHTS MSCMT copyright details

Key Metrics

Version 1.4.0
R ≥ 3.2.0
Published 2024-03-19 9 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks MSCMT results

Downloads

Yesterday 38 +375%
Last 7 days 186 +46%
Last 30 days 468 +25%
Last 90 days 1.398 +16%
Last 365 days 5.117 -12%

Maintainer

Maintainer

Martin Becker

martin.becker@mx.uni-saarland.de

Authors

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

Material

NEWS
Reference manual
Package source

Vignettes

Checking and Improving Results of package Synth
SCM Using Time Series
Working with package MSCMT

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

MSCMT archive

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