Counterfactual: An R Package for Counterfactual Analysis

Abstract: The Counterfactual package implements the estimation and inference methods of Chernozhukov, Fern\'andez-Val and Melly (2013) for counterfactual analysis. The counterfactual distributions considered are the result of changing either the marginal distribution of covariates related to the outcome variable of interest, or the conditional distribution of the outcome given the covariates. They can be applied to estimate quantile treatment effects and wage decompositions. This paper serves as an introduction to the package and displays basic functionality of the commands contained within.