Package: MSCMT 1.4.0

Martin Becker

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>.

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]

MSCMT_1.4.0.tar.gz
MSCMT_1.4.0.tar.gz(r-4.5-noble)MSCMT_1.4.0.tar.gz(r-4.4-noble)
MSCMT_1.4.0.tgz(r-4.4-emscripten)MSCMT_1.4.0.tgz(r-4.3-emscripten)
MSCMT.pdf |MSCMT.html✨
MSCMT/json (API)
NEWS

# Install 'MSCMT' in R:
install.packages('MSCMT', repos = 'https://cloud.r-project.org')
Uses libs:
  • openblas– Optimized BLAS
  • fortran– Runtime library for GNU Fortran applications

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

fortranopenblas

2.78 score 2 stars 415 downloads 1 mentions 7 exports 34 dependencies

Last updated 1 years agofrom:f937b426f4. Checks:3 OK. Indexed: no.

TargetResultLatest binary
Doc / VignettesOKMar 15 2025
R-4.5-linux-x86_64OKMar 15 2025
R-4.4-linux-x86_64OKMar 15 2025

Exports:comparedidimproveSynthlistFromLongmscmtppratiopvalue

Dependencies:clicolorspacefansifarverggplot2gluegtableisobandlabelinglatticelifecyclelpSolvelpSolveAPImagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6rbibutilsRColorBrewerRdpackRglpkrlangscalesslamtibbleutf8vctrsviridisLitewithr

Checking and Improving Results of package Synth

Rendered fromCheckingSynth.Rmdusingknitr::rmarkdownon Mar 15 2025.

Last update: 2024-03-20
Started: 2016-07-25

SCM Using Time Series

Rendered fromUsingTimeSeries.Rmdusingknitr::rmarkdownon Mar 15 2025.

Last update: 2024-03-20
Started: 2016-07-25

Working with package MSCMT

Rendered fromWorkingWithMSCMT.Rmdusingknitr::rmarkdownon Mar 15 2025.

Last update: 2024-03-20
Started: 2016-07-25

Citation

To cite package ‘MSCMT’ in publications use:

Becker M, Klößner S (2024). MSCMT: Multivariate Synthetic Control Method Using Time Series. R package version 1.4.0, https://CRAN.R-project.org/package=MSCMT.

Corresponding BibTeX entry: 

  @Manual{,
    title = {MSCMT: Multivariate Synthetic Control Method Using Time
      Series},
    author = {Martin Becker and Stefan Klößner},
    year = {2024},
    note = {R package version 1.4.0},
    url = {https://CRAN.R-project.org/package=MSCMT},
  }