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Comparison · Infra & APIs

JointFPM vs stochvol

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

JointFPM vs stochvol: at a glance

FeatureJointFPMstochvol
SectorInfra & APIsInfra & APIs
Velocity score0.00.0
Sparks · 30d00
Top themessurvival-analysis, recurrent-events, parametric-models, api-stabilitybayesian-inference, stochastic-volatility, mcmc, rcpp
Last editorial update1h ago3h ago
WebsiteVisit →Visit →

What is JointFPM?

Recurrent-event modelling settles, with mean_no() promoted to stable.

JointFPM fits joint flexible parametric models for a recurrent event process alongside a competing terminal event, and predicts the mean number of events. The visible history runs from bug fixes on the earliest CRAN releases through standardization, integration options and a summary method, ending with mean_no() declared stable. Several changes arrived through outside pull requests.

Read the full JointFPM 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 →

JointFPM vs stochvol: editorial side-by-side

J
JointFPM
INFRA · APIS
0.0

Recurrent-event modelling settles, with mean_no() promoted to stable.

◆ Current state

JointFPM fits joint flexible parametric models for a recurrent event process alongside a competing terminal event, and predicts the mean number of events. The visible history runs from bug fixes on the earliest CRAN releases through standardization, integration options and a summary method, ending with mean_no() declared stable. Several changes arrived through outside pull requests.

◆ Where it's heading

The arc runs from a working estimator toward a usable one: input validation and error messages first, then control over the numerical integration, then a summary method and pass-through arguments to the underlying rstpm2 fit. The latest release adds no code so much as a stability commitment to a function users were already calling.

◆ Prediction

With mean_no() stable, the next work most likely targets the prediction and standardization paths rather than the model fit itself.

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 JointFPM 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 JointFPM or stochvol.

See all JointFPM alternatives → · See all stochvol alternatives →

Recent activity from JointFPM and stochvol

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

  1. 5mo agostochvolSampler crash with constant parameters fixed, plus RcppArmadillo 15
  2. 1y agostochvolTwo CRAN check notes cleared
  3. 1y agoJointFPMmean_no() promoted to a stable interface
  4. 1y agostochvolProposal variance corrected in the centered parameterisation
  5. 2y agoJointFPMsummary() method and control arguments passed to rstpm2
  6. 2y agostochvolCRAN stochvol 3.2.4
  7. 2y agoJointFPMGaussian quadrature option for the mean-events integration
  8. 2y agostochvolRolling-window indexing and inverse gamma prior validation fixed
  9. 2y agoJointFPMStandardized marginal estimates plus input validation
  10. 2y agoJointFPMBug fixes for differences between mean-event functions
  11. 3y agostochvolCore C++ sampler routines exported for reuse

Frequently asked questions

What is the difference between JointFPM and stochvol?

They serve adjacent needs but don't currently overlap on shipped themes. JointFPM 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 JointFPM better than stochvol?

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

Top JointFPM alternatives in Infra & APIs are ranked by recent ship velocity. Browse the "JointFPM alternatives" section above for the current picks, or visit /alternatives/jointfpm 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.