coresynth: Fast and Unified Synthetic Control Methods

A unified 'Formula' interface to the Synthetic Control Method (SCM) and related panel-data causal inference estimators: Synthetic Difference-in-Differences (SDID), Generalized Synthetic Control (GSC), Matrix Completion (MC), Time-Aware Synthetic Control (TASC), and Synthetic Interventions (SI), together with an experimental-design variant. Computational bottlenecks (quadratic programming, singular value decomposition, and Kalman filtering) are implemented in 'C++' via 'RcppArmadillo'. Methods are described in Abadie, Diamond and Hainmueller (2010) doi:10.1198/jasa.2009.ap08746 , Arkhangelsky, Athey, Hirshberg, Imbens and Wager (2021) doi:10.1257/aer.20190159 , Xu (2017) doi:10.1017/pan.2016.2 , Athey, Bayati, Doudchenko, Imbens and Khosravi (2021) doi:10.1080/01621459.2021.1891924 , and Agarwal, Shah and Shen (2025) doi:10.1287/opre.2025.1590 .

See also

Useful links:

• https://github.com/yo5uke/coresynth

• https://yo5uke.com/coresynth/

• Report bugs at https://github.com/yo5uke/coresynth/issues

Author

Maintainer: Yosuke Abe yosuke.abe0507@gmail.com

Authors:

• Yosuke Abe yosuke.abe0507@gmail.com