We present the heterogeneous choice sets and preferences MATLAB package implementing the method to construct confidence sets on preference parameters in the presence of unobserved heterogeneity in choice sets proposed by Barseghyan, Coughlin, Molinari, and Teitelbaum (2021). This manual provides details on how to use the package to replicate the empirical application and simulation results in the paper. The version of this code included in this ZIP file is what was used to carry out the empirical application in Sections 4-5 of Barseghyan et al. (2021) and the simulations in Section 6, as well as the related exercises in the Supplement. The data used for the empirical application in Sections 4-5 is proprietary. Access to the data can be requested from the authors (see required agreement in the ZIP file).