ppsynth - Partial-Pooling Synthetic Control with Multiple Outcomes

Synthetic control for studies with several outcomes. Each outcome receives its own donor weights, their dispersion around a common centroid is penalized, no single penalty is ever selected (the estimator aggregates over a penalty grid by leave-one-out exponential weighting), and the resulting mass profile reports how much pooling the data support. One call returns the per-outcome effects, the weights, the realized pooling, and whole-pipeline placebo p-values. Implements the estimator of Grier (2026) "Correlated Weights: Partial Pooling for Synthetic Control with Multiple Outcomes" <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7149398>, the common-weights corner of which is the estimator of Sun, Ben-Michael and Feller (2025) <doi:10.1162/rest_a_01592>. The compiled engine and a pure-R reference engine are certified against the Python engine behind the 'Stata' command 'ppsynth'.