Feature Request

[azev77]

Hi @bethandtownes and thank you for this package.
We are working on SynthControl.jl and would like to implement a popular technique based on Matrix completion.
The method is described in this recent paper.
The authors have an R implementation at MCPanel.R.
I wonder if it would be difficult to implement a Julia version?

[bethandtownes]

I am working on implementing this algorithm myself. I wouldn't say it's difficult. It's not too different from the traditional nuclear norm approach. So it's certainly doable.

[azev77]

Awesome! Are you an economist? What do you use it for?

[bethandtownes]

@azev77 My work mostly lies in Stats and CS. My intention is to make this package a Meta package for various kinds of MatrixCompletion Algorithms in the recent years with a user friendly GUI interface. I have been focusing on GUI part of the software recently but I guess that can wait a bit.

If you can tell me more what's your use case even vaguely, it would definitely help me with the implementation.

Awesome! Are you an economist? What do you use it for?

[azev77]

We would like to add a Matrix Completion estimator to SynthControl.jl.

Using the method described in this recent paper implemented in MCPanel.R.
It would be great if there was a package that did this in Julia.

[bethandtownes]

@azev77 cool. I will keep it in mind.