si_pcr_cpp: SI-PCR: Synthetic Interventions via Principal Component...

In coresynth: Fast and Unified Synthetic Control Methods

SI-PCR: Synthetic Interventions via Principal Component Regression

Description

Implements the SI-PCR estimator of Agarwal et al. (2025). Uses the top-k SVD of pre-treatment control outcomes to find donor weights that predict each treated unit's pre-treatment trajectory, then applies those weights to post-treatment control outcomes.

Usage

si_pcr_cpp(Y_pre_co, Y_post_co, Y_pre_tr, k)

Arguments

Y_pre_co	Pre-treatment control outcomes (T_pre x N_co)
Y_post_co	Post-treatment control outcomes (T_post x N_co)
Y_pre_tr	Pre-treatment treated outcomes (T_pre x N_tr)
k	Number of SVD components to retain

Value

A list with:

• W: Donor weight matrix (N_co x N_tr)

• Y_hat: Counterfactual post-treatment outcomes (T_post x N_tr)

coresynth documentation built on Aug. 28, 2026, 1:06 a.m.