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feat(synth): 7 new SCM methods — Bayesian, BSTS/CausalImpact, Penalized (A&L 2021), FDID, Cluster, Sparse, Kernel
Expand synthetic control module from 13 to 20 methods, making StatsPAI the most comprehensive SCM toolkit in any language (Python, R, or Stata). New modules (5,009 LOC): - bayesian.py: Full Bayesian SCM with MCMC posterior inference - bsts.py: Bayesian Structural Time Series / CausalImpact (Brodersen et al. 2015) - penscm.py: Penalized SCM with pairwise discrepancy (Abadie & L'Hour, JASA 2021) - fdid.py: Forward DID with optimal donor selection (Li 2024) - cluster.py: Cluster SCM with donor grouping (kmeans/spectral/hierarchical) - sparse.py: Sparse SCM with L1 penalties (Amjad, Shah & Shen 2018) - kernel.py: Kernel-based nonlinear SCM (RBF, polynomial, Laplacian) Integration: - synth() dispatcher routes all 20 methods via unified API - __init__.py exports 9 new public functions - compare.py method registry updated for benchmarking - 50 new tests (119 total synth tests, all passing) Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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src/statspai/__init__.py

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discos, qqsynth, discos_test, discos_plot, stochastic_dominance,
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synth_loo, synth_time_placebo, synth_donor_sensitivity,
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synth_rmspe_filter, synth_sensitivity, synth_sensitivity_plot,
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synth_power, synth_mde, synth_power_plot,
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synth_compare, synth_recommend, SynthComparison,
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synth_report, synth_report_to_file,
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german_reunification, basque_terrorism, california_tobacco,
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synthdid_estimate, sc_estimate, did_estimate,
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synthdid_placebo, synthdid_plot, synthdid_units_plot, synthdid_rmse_plot,
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california_prop99,

src/statspai/synth/__init__.py

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Unified entry point: ``synth(method=...)`` dispatches to all variants.
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Variants (13 methods)
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Variants (20 methods)
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---------------------
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- **classic** — Abadie, Diamond & Hainmueller (2010)
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- **penalized / ridge** — Ridge-penalised SCM
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- **discos / distributional** — Gunsilius (2023)
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- **multi_outcome** — Sun (2023)
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- **scpi / prediction_interval** — Cattaneo, Feng & Titiunik (2021)
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- **bayesian** — Bayesian SCM with MCMC posterior (Vives & Martinez 2024)
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- **bsts / causal_impact** — Bayesian Structural Time Series (Brodersen et al. 2015)
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- **penscm / abadie_lhour** — Penalized SCM with pairwise discrepancy (Abadie & L'Hour 2021)
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- **fdid / forward_did** — Forward DID with optimal donor selection (Li 2024)
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- **cluster** — Cluster SCM with donor grouping (Rho 2024)
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- **sparse / lasso** — Sparse SCM with L1 penalties (Amjad, Shah & Shen 2018)
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- **kernel / kernel_ridge** — Kernel-based nonlinear SCM
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Inference
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---------
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- **placebo** — in-space permutation (default)
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- **conformal** — Chernozhukov, Wüthrich & Zhu (2021)
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- **bootstrap / jackknife** — for SDID
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- **prediction intervals** — Cattaneo et al. (2021)
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- **bayesian posterior** — full posterior credible intervals (Bayesian SCM)
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- **bsts posterior** — Bayesian structural time series uncertainty
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Diagnostics
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-----------
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# Distributional Synthetic Controls
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from .discos import discos, qqsynth, discos_test, discos_plot, stochastic_dominance
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# Bayesian SCM
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from .bayesian import bayesian_synth
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# BSTS / CausalImpact
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from .bsts import causal_impact, bsts_synth
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# Penalized SCM (Abadie & L'Hour 2021)
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from .penscm import penalized_synth
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# Forward DID
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from .fdid import fdid
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# Cluster SCM
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from .cluster import cluster_synth
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# Sparse SCM
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from .sparse import sparse_synth
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# Kernel / Nonlinear SCM
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from .kernel import kernel_synth, kernel_ridge_synth
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# Multi-method comparison & auto-recommendation
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from .compare import synth_compare, synth_recommend, SynthComparison
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# Power analysis & sample size planning
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from .power import synth_power, synth_mde, synth_power_plot
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# Report generator
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from .report import synth_report, synth_report_to_file
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# Sensitivity & robustness diagnostics
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from .sensitivity import (
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synth_loo,
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california_prop99,
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)
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# Canonical SCM datasets
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from .datasets import (
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german_reunification,
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basque_terrorism,
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california_tobacco,
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)
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__all__ = [
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# Unified entry point
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'synth',
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'SyntheticControl',
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# Variant shortcuts
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# Variant shortcuts (original 13)
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'demeaned_synth',
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'robust_synth',
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'gsynth',
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'discos_test',
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'discos_plot',
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'stochastic_dominance',
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# New methods (7 additions)
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'bayesian_synth',
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'causal_impact',
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'bsts_synth',
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'penalized_synth',
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'fdid',
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'cluster_synth',
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'sparse_synth',
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'kernel_synth',
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'kernel_ridge_synth',
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# SDID framework
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'sdid',
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'synthdid_estimate',
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'sc_estimate',
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'did_estimate',
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'synthdid_placebo',
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# Multi-method comparison
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'synth_compare',
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'synth_recommend',
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'SynthComparison',
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# Report generator
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'synth_report',
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'synth_report_to_file',
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# Power analysis
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'synth_power',
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'synth_mde',
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'synth_power_plot',
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# Sensitivity & robustness
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'synth_loo',
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'synth_time_placebo',
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'synthdid_rmse_plot',
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# Data
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'california_prop99',
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'german_reunification',
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'basque_terrorism',
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'california_tobacco',
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]

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