PurpleAir
The R client for PurpleAir sensors keeps finding its time-averaging was wrong.
Comparison · Analytics
probmed vs treasury
A side-by-side editorial comparison of probmed and treasury — release velocity, themes, recent moves, and the top alternatives to consider.
probmed vs treasury: at a glance
What is probmed?
probmed went from one probabilistic effect size to a family of them in sixteen days.
probmed computes P_med, a scale-free probabilistic effect size for causal mediation, as part of the Data-Wise mediationverse alongside medfit, medsim and RMediation. Three releases in three weeks took it from a single estimator to four additional families built on a shared cross-fitted corner-EIF core, covering gauge-calibrated, incremental-elasticity and Sobol variance-share versions of the proportion mediated. Distribution is GitHub and r-universe rather than CRAN, with a load-bearing Remotes pin on medfit.
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.
probmed vs treasury: editorial side-by-side
probmed
0.0ANALYTICS
probmed went from one probabilistic effect size to a family of them in sixteen days.
◆ Current state
probmed computes P_med, a scale-free probabilistic effect size for causal mediation, as part of the Data-Wise mediationverse alongside medfit, medsim and RMediation. Three releases in three weeks took it from a single estimator to four additional families built on a shared cross-fitted corner-EIF core, covering gauge-calibrated, incremental-elasticity and Sobol variance-share versions of the proportion mediated. Distribution is GitHub and r-universe rather than CRAN, with a load-bearing Remotes pin on medfit.
◆ Where it's heading
The pace is manuscript-driven — estimators arrive with their citations attached and vignettes alongside, and the 0.1.0 notes correct the estimand itself against a manuscript definition rather than fixing a bug in code. Each release adds inference machinery as well as point estimates: percentile-bootstrap intervals and Fieller sets in 0.3.0, a deterministic MBCO interval in 0.2.0 that avoids resampling entirely. The gauge residual and the pmed_sensitivity() helper suggest a growing concern with when the estimand does not decompose at all.
◆ Prediction
0.3.0 shipped a sensitivity helper for shared mediator-outcome confounding and a diagnostic that flags non-decomposability, so the next release most likely extends that diagnostic side rather than adding a fifth estimator family.
treasury
0.0ANALYTICS
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 probmed 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 probmed or treasury.
piecepackr
A board game graphics package runs one of the most disciplined deprecation cycles in R.
e2tree
The explainable-ensemble-tree package now measures whether its own explanations are faithful.
discretefdr
The discrete-data FDR package is being pared into one piece of a larger multiple-testing suite.
contentanalysis
A scientific-text analysis package moved from counting citations to classifying argument structure.
relialearnr
The teaching arm of an R reliability suite keeps pace with whatever its analysis siblings ship.
See all probmed alternatives → · See all treasury alternatives →
Recent activity from probmed and treasury
Latest ship moves from both products, interleaved chronologically. ⚡ = editorial spark.
- 1mo agotreasuryBill rates gain CUSIP and maturity date; locale bug fixed
- 1mo agoprobmedFour estimator families on a cross-fitted corner-EIF core ⚡
- 2mo agoprobmedParallel mediators and a resampling-free MBCO interval ⚡
- 2mo agoprobmedFirst release: pmed() with the estimand corrected
- 4mo agotreasuryOptional response caching, one day by default
- 11mo agotreasuryRate functions renamed to singular for consistency
- 1y agotreasuryEvery function now returns a data.table ⚡
- 2y agotreasuryHQM, coupon-issue and breakeven inflation curves added
Frequently asked questions
What is the difference between probmed and treasury?
They serve adjacent needs but don't currently overlap on shipped themes. probmed 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 probmed better than treasury?
Sparkpulse doesn't pick a winner — we score release velocity, not feature parity. probmed 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 probmed?
Top probmed alternatives in Analytics are ranked by recent ship velocity. Browse the "probmed alternatives" section above for the current picks, or visit /alternatives/probmed 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.