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Comparison · Infra & APIs

stochvol vs tf

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

stochvol vs tf: at a glance

Featurestochvoltf
SectorInfra & APIsInfra & APIs
Velocity score0.00.0
Sparks · 30d00
Top themesbayesian-inference, stochastic-volatility, mcmc, rcppfunctional-data-analysis, vctrs, multivariate, r-packages
Last editorial update42m ago1h ago
WebsiteVisit →Visit →

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 →

What is tf?

tf gave functional data a second dimension: curves whose values are vectors.

tf supplies the vector classes underneath the tidyfun stack — tfd for raw functional observations, tfb for basis-represented ones, both built on vctrs so curves sit in a data frame column and behave like any other vector. Until July that codomain was scalar. The 0.5.0 release adds tfd_mv and tfb_mv, classes for functions whose values are vectors in R^d, and rebuilds the analysis verbs to match.

Read the full tf trajectory →

stochvol vs tf: editorial side-by-side

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.

T
tf
INFRA · APIS
0.0

tf gave functional data a second dimension: curves whose values are vectors.

◆ Current state

tf supplies the vector classes underneath the tidyfun stack — tfd for raw functional observations, tfb for basis-represented ones, both built on vctrs so curves sit in a data frame column and behave like any other vector. Until July that codomain was scalar. The 0.5.0 release adds tfd_mv and tfb_mv, classes for functions whose values are vectors in R^d, and rebuilds the analysis verbs to match.

◆ Where it's heading

The package is widening what a functional observation can be, then porting the toolkit onto it. Registration arrived first in 0.4.0 for univariate curves and immediately gained an srvf_mv method for aligning components jointly, and tfb_mfpc() ports principal component analysis to the multivariate case with a single set of scores shared across components. Alongside that runs steady dependency shedding — mvtnorm and pracma both replaced by inlined samplers that reproduce prior draws bit-for-bit, glue dropped for cli in the previous release — and an unusually long tail of NA-handling and edge-case fixes, several caught in pre-release review of the new classes.

◆ Prediction

The new classes ship with FPCA, registration and shape alignment but the release notes describe tidyfun::tf_unnest() as the consumer of one new export, so the visible next step is the rest of the tidyfun stack catching up to vector-valued columns. Expect follow-up patches on the vctrs casting paths, which is where most of this release's late fixes clustered.

Alternatives to stochvol and tf

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 stochvol or tf.

See all stochvol alternatives → · See all tf alternatives →

Recent activity from stochvol and tf

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

  1. 1mo agotfVector-valued functional data becomes a first-class type
  2. 5mo agotfCurve registration, five depth measures and sub-domain splitting
  3. 5mo agostochvolSampler crash with constant parameters fixed, plus RcppArmadillo 15
  4. 1y agostochvolTwo CRAN check notes cleared
  5. 1y agostochvolProposal variance corrected in the centered parameterisation
  6. 2y agotfFix: tf_crosscov normalization
  7. 2y agostochvolCRAN stochvol 3.2.4
  8. 2y agostochvolRolling-window indexing and inverse gamma prior validation fixed
  9. 3y agostochvolCore C++ sampler routines exported for reuse

Frequently asked questions

What is the difference between stochvol and tf?

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

Sparkpulse doesn't pick a winner — we score release velocity, not feature parity. stochvol and tf 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 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.

What are the best alternatives to tf?

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