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Comparison · Infra & APIs

BAS vs stochvol

A side-by-side editorial comparison of BAS and stochvol — release velocity, themes, recent moves, and the top alternatives to consider.

Shared themes:mcmc

BAS vs stochvol: at a glance

FeatureBASstochvol
SectorInfra & APIsInfra & APIs
Velocity score0.00.0
Sparks · 30d00
Top themesbayesian-statistics, model-averaging, mcmc, r-packagebayesian-inference, stochastic-volatility, mcmc, rcpp
Last editorial update56m ago1h ago
WebsiteVisit →Visit →

What is BAS?

A Bayesian model-averaging package spending its 2.0 on memory, not methods.

BAS performs Bayesian variable selection and model averaging for linear and generalized linear models, sampling from a model space too large to enumerate. The visible history splits cleanly: 2023-2024 added sampling machinery — an adaptive independent MCMC sampler with Horvitz-Thompson estimation, hereditary-constraint counting — while 2.0.0 in late 2025 reworked how sampler output is allocated in C. The 2.0.2 patch is a PROTECT fix for rchk warnings.

Read the full BAS trajectory →

What is stochvol?

A Bayesian volatility sampler in its maintenance decade, paying for its own speed

stochvol runs MCMC for stochastic volatility models, with a C++ sampler underneath an R interface. Five years of releases in this window contain no new models: the work is compiler and dependency compatibility, CRAN check notes, and a steady trickle of corrections to the sampler itself. Its methodological milestone, the Journal of Statistical Software paper, is recorded in a 2021 tag.

Read the full stochvol trajectory →

BAS vs stochvol: editorial side-by-side

B
BAS
INFRA · APIS
0.0

A Bayesian model-averaging package spending its 2.0 on memory, not methods.

◆ Current state

BAS performs Bayesian variable selection and model averaging for linear and generalized linear models, sampling from a model space too large to enumerate. The visible history splits cleanly: 2023-2024 added sampling machinery — an adaptive independent MCMC sampler with Horvitz-Thompson estimation, hereditary-constraint counting — while 2.0.0 in late 2025 reworked how sampler output is allocated in C. The 2.0.2 patch is a PROTECT fix for rchk warnings.

◆ Where it's heading

Memory is the binding constraint and the releases say so directly. The hereditary-constraint counter, the GROW option, and the replacement of over-allocation with resizing all attack the same problem: n.models is a guess, and guessing high wastes memory on problems where few unique models are actually visited. The 2.0.0 work was additionally forced by R tightening its C API against non-API calls like SETLENGTH, a constraint every C-heavy CRAN package has been absorbing. Method development has been quiet since 1.7.x.

◆ Prediction

The 1.7.5 notes call the hereditary-constraint counting a first step and say future updates will cover other constraint types, including polynomials, which remain unhandled. That is the one concrete commitment in this history, though nothing since has returned to it.

S
stochvol
INFRA · APIS
0.0

A Bayesian volatility sampler in its maintenance decade, paying for its own speed

◆ Current state

stochvol runs MCMC for stochastic volatility models, with a C++ sampler underneath an R interface. Five years of releases in this window contain no new models: the work is compiler and dependency compatibility, CRAN check notes, and a steady trickle of corrections to the sampler itself. Its methodological milestone, the Journal of Statistical Software paper, is recorded in a 2021 tag.

◆ Where it's heading

This is what a finished computational package looks like. The formula interface arrived at 3.1.0 and nothing has been added since; what changes is the ground underneath — RcppArmadillo major versions, UBSan checks, error-handling conventions moving from Rf_error to Rcpp::stop for correct memory management. The recurring pattern worth watching is that several releases fix real errors in the sampler's proposal distributions, found by users and by CRAN's own instrumented checks rather than by the maintainer.

◆ Prediction

Nothing in these notes suggests new methodology. Expect the next release when RcppArmadillo or a CRAN check flavour forces one, and treat any bug report against the samplers as the more consequential event.

Alternatives to BAS and stochvol

Other Infra & APIs products tracked by Sparkpulse, ranked by recent ship velocity. Each card links to a full editorial trajectory and lets you pivot into a head-to-head comparison with either BAS or stochvol.

See all BAS alternatives → · See all stochvol alternatives →

Recent activity from BAS and stochvol

Latest ship moves from both products, interleaved chronologically. ⚡ = editorial spark.

  1. 5mo agostochvolSampler crash with constant parameters fixed, plus RcppArmadillo 15
  2. 8mo agoBASBAS 2.0.2
  3. 8mo agoBASBAS 2.0.0
  4. 1y agostochvolTwo CRAN check notes cleared
  5. 1y agoBASBAS 1.7.5
  6. 1y agostochvolProposal variance corrected in the centered parameterisation
  7. 1y agoBASBAS 1.7.3
  8. 1y agoBASBAS 1.7.2
  9. 2y agostochvolCRAN stochvol 3.2.4
  10. 2y agoBASBAS 1.7.1
  11. 2y agostochvolRolling-window indexing and inverse gamma prior validation fixed
  12. 3y agostochvolCore C++ sampler routines exported for reuse

Frequently asked questions

What is the difference between BAS and stochvol?

Both compete on the same themes — mcmc — within Infra & APIs. BAS and stochvol are shipping at a similar cadence (velocity 0.0 vs 0.0, both within Sparkpulse's "active" band). See the at-a-glance table above for a side-by-side breakdown of velocity, recent sparks, and editorial themes.

Is BAS better than stochvol?

Sparkpulse doesn't pick a winner — we score release velocity, not feature parity. BAS and stochvol are shipping at a similar cadence (velocity 0.0 vs 0.0, both within Sparkpulse's "active" band). For your specific use case, the alternatives sections above list other Infra & APIs products to evaluate alongside.

What are the best alternatives to BAS?

Top BAS alternatives in Infra & APIs are ranked by recent ship velocity. Browse the "BAS alternatives" section above for the current picks, or visit /alternatives/bas for the full list with editorial commentary on each.

What are the best alternatives to stochvol?

Top stochvol alternatives in Infra & APIs are ranked by recent ship velocity. Browse the "stochvol alternatives" section above for the current picks, or visit /alternatives/stochvol for the full list with editorial commentary on each.