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fastglm vs mev

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

Shared themes:r-package

fastglm vs mev: at a glance

Featurefastglmmev
SectorAnalyticsAnalytics
Velocity score0.00.0
Sparks · 30d00
Top themesstatistical-computing, generalized-linear-models, cpp, r-packageextreme-value-theory, threshold-selection, statistical-estimation, api-redesign
Last editorial update5h ago49m ago
WebsiteVisit →Visit →

What is fastglm?

A fast GLM solver stops being one function and becomes a count-model family

fastglm ran C++ IRLS for standard generalized linear models for six years with almost no releases. In May 2026 it added three top-level model types — negative binomial with jointly estimated dispersion, hurdle, and zero-inflated — each with the entire fitting driver in C++ rather than an R loop around a C++ kernel. The following release generalised Firth bias reduction to every standard family across dense, sparse and streaming backends.

Read the full fastglm trajectory →

What is mev?

An extreme-value toolkit reorganised its whole API into prefixed families and tripled its estimator count.

mev provides likelihood-based inference for univariate and multivariate extreme value models — threshold selection, shape estimation, tail dependence and max-stable simulation. Version 2.0 was a deliberate reorganisation: every threshold-selection routine now carries a thselect. prefix, every stability plot a tstab. prefix, and every extremal-dependence measure an xdep. prefix, with the old names deprecated but mostly still working. The same release added a large batch of estimators — Stein-weighted GPD, roughly a dozen shape estimators, second-order regular variation, L-moment GPD and Weissman quantiles.

Read the full mev trajectory →

fastglm vs mev: editorial side-by-side

F
fastglm
ANALYTICS
0.0

A fast GLM solver stops being one function and becomes a count-model family

◆ Current state

fastglm ran C++ IRLS for standard generalized linear models for six years with almost no releases. In May 2026 it added three top-level model types — negative binomial with jointly estimated dispersion, hurdle, and zero-inflated — each with the entire fitting driver in C++ rather than an R loop around a C++ kernel. The following release generalised Firth bias reduction to every standard family across dense, sparse and streaming backends.

◆ Where it's heading

The package changed what it is. Through 0.0.3 it was a drop-in replacement for glm() competing on speed; from 0.1.0 it targets the models people leave base R for — MASS::glm.nb, pscl::hurdle, pscl::zeroinfl — and reimplements their full estimation loops natively. The 0.1.1 follow-up is consolidation on that new surface: Firth generalised past binomial logit, SQUAREM acceleration on the zero-inflation EM driver, and a run of clamping guards and initialization fixes on the families most prone to overflow.

◆ Prediction

The numerical-stability work in 0.1.1 clusters on Tweedie and the inverse and sqrt link families, which suggests those paths are the newest and least exercised — expect further correctness fixes there before new model types.

M
mev
ANALYTICS
0.0

An extreme-value toolkit reorganised its whole API into prefixed families and tripled its estimator count.

◆ Current state

mev provides likelihood-based inference for univariate and multivariate extreme value models — threshold selection, shape estimation, tail dependence and max-stable simulation. Version 2.0 was a deliberate reorganisation: every threshold-selection routine now carries a thselect. prefix, every stability plot a tstab. prefix, and every extremal-dependence measure an xdep. prefix, with the old names deprecated but mostly still working. The same release added a large batch of estimators — Stein-weighted GPD, roughly a dozen shape estimators, second-order regular variation, L-moment GPD and Weissman quantiles.

◆ Where it's heading

The package is consolidating into a reference implementation of the extreme-value literature rather than a collection of one-off routines. Sixteen threshold-selection methods now share standardised arguments and their own plot and print methods with automatic selection, which is the tell: the goal is comparability across methods, not just availability. Dependency reduction runs alongside, with distribution functions written in-package to drop evd and Rsolnp replacing nloptr in earlier releases.

◆ Prediction

Version 2.1 continued adding threshold-selection routines within the new naming scheme, so the next release most likely follows the same pattern — more estimators fitted to the established prefixes, plus fixes to the 2.0 renaming. The entries give no sign of a further structural change.

Alternatives to fastglm and mev

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 fastglm or mev.

See all fastglm alternatives → · See all mev alternatives →

Recent activity from fastglm and mev

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

  1. 2mo agofastglmFirth generalised to all families, plus SQUAREM and stability fixes
  2. 3mo agofastglmCRAN release 0.1.0
  3. 9mo agomevTwo more threshold-selection routines slot into the new scheme
  4. 9mo agomevThreshold, stability and dependence functions regrouped under prefixes
  5. 2y agomevBoundary-case likelihood fixes, bundled with the prior release's notes
  6. 3y agomevGEV and GP distribution functions brought in-house to drop evd
  7. 4y agofastglmC++ headers exposed for linking
  8. 4y agomevFour max-stable families, fixed parameters and threshold diagnostics
  9. 7y agofastglmFirst CRAN release of the C++ IRLS solver

Frequently asked questions

What is the difference between fastglm and mev?

Both compete on the same themes — r-package — within Analytics. fastglm and mev 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 fastglm better than mev?

Sparkpulse doesn't pick a winner — we score release velocity, not feature parity. fastglm and mev 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 fastglm?

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

What are the best alternatives to mev?

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