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Wavelet trend estimation tightens the defaults it shipped with.
A side-by-side editorial comparison of PINstimation and prospectr — release velocity, themes, recent moves, and the top alternatives to consider.
A market-microstructure toolkit that keeps adding estimators as the papers land.
PINstimation estimates probability-of-informed-trading models — PIN, multilayer PIN, adjusted PIN and VPIN — from trade and quote data, and handles the trade classification and aggregation that feeds them. The current 0.2.0 adds ivpin(), a maximum-likelihood variant of VPIN from Ke and Lin (2017). The package's early history is compressed into a single hour of backfilled tags in October 2022, so version order there does not track release order.
prospectr spent its biggest release in years fixing spectra it had been quietly mangling.
prospectr provides the signal-processing layer for near-infrared and visible spectroscopy in R — Savitzky-Golay and gap-segment derivatives, standard normal variate, detrending, continuum removal, splice correction, plus calibration sampling algorithms like Kennard-Stone and DUPLEX and readers for ASD and BUCHI NIRCal instrument files. The May release is the substantial one: a long list of corrections to functions that were returning wrong or missing values rather than failing.
PINstimation estimates probability-of-informed-trading models — PIN, multilayer PIN, adjusted PIN and VPIN — from trade and quote data, and handles the trade classification and aggregation that feeds them. The current 0.2.0 adds ivpin(), a maximum-likelihood variant of VPIN from Ke and Lin (2017). The package's early history is compressed into a single hour of backfilled tags in October 2022, so version order there does not track release order.
Each release tracks the literature: a Bayesian PIN estimator from Griffin et al., an improved VPIN from Ke and Lin, initial-parameter generation realigned to Ersan and Ghachem. The other steady thread is data handling — matrix inputs so the estimators compose with rolling windows, user-specified aggregation frequencies, and now quote leads as well as lags. The three-year gap between 0.1.2 and 0.2.0 makes this a slow, publication-paced package rather than an actively developed one.
On this pattern the next release adds whatever estimator the authors publish next, since two of the three feature releases here implement a specific paper. Nothing in the entries points to a change in the package's structure.
prospectr provides the signal-processing layer for near-infrared and visible spectroscopy in R — Savitzky-Golay and gap-segment derivatives, standard normal variate, detrending, continuum removal, splice correction, plus calibration sampling algorithms like Kennard-Stone and DUPLEX and readers for ASD and BUCHI NIRCal instrument files. The May release is the substantial one: a long list of corrections to functions that were returning wrong or missing values rather than failing.
The recent work is corrective rather than additive, and several items changed results silently before being caught. continuumRemoval() derived its convex-hull boundary offset from a fixed one-wavelength assumption that broke for fine-resolution spectra or non-nanometre units; cochranTest() passed an invalid argument name to prcomp() and produced incorrect principal component scores; readASD() silently dropped spectra in one branch of its text path. Two file readers were leaking connections. Alongside that runs a smaller thread of decoupling preprocessing steps from each other, most visibly detrend() gaining an snv argument so polynomial detrending can run without the SNV transform that Barnes et al. bundled with it.
The detrend() decoupling is the only recent addition and it fits a broader pipeline-composition direction, so similar separation of other bundled preprocessing steps is the plausible next move. The misspelled substraction argument now carries a deprecation warning, which schedules its removal for a future release.
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 PINstimation or prospectr.
Wavelet trend estimation tightens the defaults it shipped with.
Back from CRAN removal under a new maintainer, with the compiled layer rebuilt.
mice can finally predict, not just estimate, from multiply imputed data.
A vowel-analysis package trimming dependencies after an email address got it archived.
The R half of the EMU speech database system, fixing what was quietly broken.
A Bayesian model-averaging package spending its 2.0 on memory, not methods.
See all PINstimation alternatives → · See all prospectr alternatives →
Latest ship moves from both products, interleaved chronologically. ⚡ = editorial spark.
They serve adjacent needs but don't currently overlap on shipped themes. PINstimation and prospectr 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.
Sparkpulse doesn't pick a winner — we score release velocity, not feature parity. PINstimation and prospectr 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.
Top PINstimation alternatives in Infra & APIs are ranked by recent ship velocity. Browse the "PINstimation alternatives" section above for the current picks, or visit /alternatives/pinstimation for the full list with editorial commentary on each.
Top prospectr alternatives in Infra & APIs are ranked by recent ship velocity. Browse the "prospectr alternatives" section above for the current picks, or visit /alternatives/prospectr for the full list with editorial commentary on each.