← Back to home
Comparison · Analytics

collinear vs treasury

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

collinear vs treasury: at a glance

Featurecollineartreasury
SectorAnalyticsAnalytics
Velocity score0.00.0
Sparks · 30d00
Top themesmulticollinearity, variable selection, vif, breaking changestreasury-rates, fixed-income, r-package, api-wrapper
Last editorial update2h ago43m ago
WebsiteVisit →Visit →

What is collinear?

collinear has broken its API twice to stop making the user pick thresholds.

collinear removes multicollinearity from predictor sets through pairwise correlation and VIF filtering, with a preference order deciding which variable survives each conflict. Two major versions in thirteen months each rewrote the interface: 2.0.0 extended every function to any combination of categorical and numeric responses and predictors, and 3.0.0 moved to multiple responses, restructured the output into classed objects, and made both filtering thresholds adaptive by default. Version 3.0.1 is the first release since that is purely repair.

Read the full collinear trajectory →

What is treasury?

A thin Treasury rates wrapper has stopped adding endpoints and started making its tables self-describing.

treasury wraps the US Treasury's published rate feeds — bill rates, par yields, forward rates, long-term extrapolated rates, and the HQM and breakeven inflation curves — into one set of R functions. Since 0.3.0 every function returns a data.table, and 0.5.0 added optional on-disk response caching with a one-day default. The most recent release is about data fidelity rather than reach: identifying columns, correct maturity labels, and locale-safe date parsing.

Read the full treasury trajectory →

collinear vs treasury: editorial side-by-side

C
collinear
ANALYTICS
0.0

collinear has broken its API twice to stop making the user pick thresholds.

◆ Current state

collinear removes multicollinearity from predictor sets through pairwise correlation and VIF filtering, with a preference order deciding which variable survives each conflict. Two major versions in thirteen months each rewrote the interface: 2.0.0 extended every function to any combination of categorical and numeric responses and predictors, and 3.0.0 moved to multiple responses, restructured the output into classed objects, and made both filtering thresholds adaptive by default. Version 3.0.1 is the first release since that is purely repair.

◆ Where it's heading

The through-line is removing decisions the user was never well placed to make. Preference-order functions were renamed twice — first onto a metric-and-model scheme in 2.0.0, then onto a response-type scheme in 3.0.0 — and f_auto() picks one when none is given; target encoding went from automatic to opt-in; max_cor and max_vif now default to NULL and trigger a data-driven threshold derived from the 75th percentile of pairwise correlations through a sigmoid and a fitted correlation-to-VIF mapping. Each change is defensible and each one broke callers, which is the cost of this approach.

◆ Prediction

3.0.1 moved the example datasets out into a separate spatialData package and fixed four crashes rather than adding anything, so the next release is most likely more consolidation on the 3.0 surface than a fourth interface.

T
treasury
ANALYTICS
0.0

A thin Treasury rates wrapper has stopped adding endpoints and started making its tables self-describing.

◆ Current state

treasury wraps the US Treasury's published rate feeds — bill rates, par yields, forward rates, long-term extrapolated rates, and the HQM and breakeven inflation curves — into one set of R functions. Since 0.3.0 every function returns a data.table, and 0.5.0 added optional on-disk response caching with a one-day default. The most recent release is about data fidelity rather than reach: identifying columns, correct maturity labels, and locale-safe date parsing.

◆ Where it's heading

Endpoint coverage looks essentially complete, so the work has moved to the metadata a downstream analyst needs to join and audit results — cusip and maturity_date on bill quotes, the feed's updated_at stamp, and the extrapolation factor behind 2002-2006 long-term rate estimates. Error handling is tightening in the same direction: an out-of-range month now fails with a message instead of quietly returning nothing. That is the profile of a wrapper moving from coverage to correctness, where the remaining bugs are the subtle ones that only surface in other people's locales.

◆ Prediction

Expect further column-level enrichment and input validation on the endpoints already covered rather than new data sources, since the structural pieces — data.table returns and caching — are already in place.

Alternatives to collinear and treasury

Other Analytics 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 collinear or treasury.

See all collinear alternatives → · See all treasury alternatives →

Recent activity from collinear and treasury

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

  1. 1mo agotreasuryBill rates gain CUSIP and maturity date; locale bug fixed
  2. 3mo agocollinearNamespace, NA and sf fixes; example data moves to spatialData
  3. 4mo agotreasuryOptional response caching, one day by default
  4. 8mo agocollinearAdaptive thresholds, multi-response support and a new output class
  5. 11mo agotreasuryRate functions renamed to singular for consistency
  6. 1y agotreasuryEvery function now returns a data.table
  7. 1y agocollinearCategorical responses, f_auto() defaults and future-based parallelism
  8. 2y agotreasuryHQM, coupon-issue and breakeven inflation curves added

Frequently asked questions

What is the difference between collinear and treasury?

They serve adjacent needs but don't currently overlap on shipped themes. collinear and treasury 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 collinear better than treasury?

Sparkpulse doesn't pick a winner — we score release velocity, not feature parity. collinear and treasury 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 Analytics products to evaluate alongside.

What are the best alternatives to collinear?

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

What are the best alternatives to treasury?

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