synthReturn
Synthetic Matching Method for Returns
v1.0.0
·
Sep 8, 2025
·
MIT + file LICENSE
Description
Implements the revised Synthetic Matching Algorithm of Kreitmeir, Lane, and Raschky (2025) <doi:10.2139/ssrn.3751162>, building on the original approach of Acemoglu, Johnson, Kermani, Kwak, and Mitton (2016) <doi:10.1016/j.jfineco.2015.10.001>, to estimate the cumulative treatment effect of an event on treated firms’ stock returns.
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | NOTE |
| r-devel-linux-x86_64-fedora-gcc | NOTE |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
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r-devel-linux-x86_64-fedora-clang
dependencies in R code
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dependencies in R code
Namespaces in Imports field not imported from: ‘base’ ‘utils’ All declared Imports should be used.
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NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE
r-devel-linux-x86_64-fedora-clang
dependencies in R code
Namespaces in Imports field not imported from: ‘base’ ‘utils’ All declared Imports should be used.
NOTE
r-devel-linux-x86_64-fedora-gcc
dependencies in R code
Namespaces in Imports field not imported from: ‘base’ ‘utils’ All declared Imports should be used.
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Version History
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1.0.0
Mar 10, 2026