pensynth: Penalized Synthetic Control Estimation

Estimate penalized synthetic control models and perform hold-out validation to determine their penalty parameter. This method is based on the work by Abadie & L'Hour (2021) <doi:10.1080/01621459.2021.1971535>. Penalized synthetic controls smoothly interpolate between one-to-one matching and the synthetic control method.

Version: 0.5.1
Imports: clarabel, Matrix
Suggests: testthat (≥ 3.0.0)
Published: 2024-03-28
DOI: 10.32614/CRAN.package.pensynth
Author: Erik-Jan van Kesteren ORCID iD [cre, aut], Isaac Slaughter ORCID iD [ctb]
Maintainer: Erik-Jan van Kesteren <e.vankesteren1 at>
License: MIT + file LICENSE
NeedsCompilation: no
CRAN checks: pensynth results


Reference manual: pensynth.pdf


Package source: pensynth_0.5.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): pensynth_0.5.1.tgz, r-oldrel (arm64): pensynth_0.5.1.tgz, r-release (x86_64): pensynth_0.5.1.tgz, r-oldrel (x86_64): pensynth_0.5.1.tgz
Old sources: pensynth archive


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