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Comparison · Infra & APIs
coga vs stochvol
A side-by-side editorial comparison of coga and stochvol — release velocity, themes, recent moves, and the top alternatives to consider.
Shared themes:rcpp
coga vs stochvol: at a glance
What is coga?
A gamma-convolution density package that reached completion in 2018 and has coasted since.
coga computes densities, distribution functions and random numbers for convolutions of gamma distributions, with the numerical work in C++ through Rcpp. It has been feature-complete since 1.0.0 in 2018, and every release in the seven years since has been maintenance: a documentation alias for CRAN, a compiler warning, a maintainer email change, and an Rcpp update requiring Rf_error calls to be guarded. The one functional addition in that period, in 1.1.0, was an unexported function added explicitly for research use.
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.
coga vs stochvol: editorial side-by-side
coga
0.0INFRA · APIS
A gamma-convolution density package that reached completion in 2018 and has coasted since.
◆ Current state
coga computes densities, distribution functions and random numbers for convolutions of gamma distributions, with the numerical work in C++ through Rcpp. It has been feature-complete since 1.0.0 in 2018, and every release in the seven years since has been maintenance: a documentation alias for CRAN, a compiler warning, a maintainer email change, and an Rcpp update requiring Rf_error calls to be guarded. The one functional addition in that period, in 1.1.0, was an unexported function added explicitly for research use.
◆ Where it's heading
This is a finished package being kept alive rather than developed. The releases track external pressure exactly: CRAN documentation requirements, compiler warnings, Rcpp API changes. Its maintenance is visibly shared with smam, the same maintainer's animal-movement package, which received the same email update, the same format-security fix and the same Rcpp guard within a minute or twenty of coga each time. Neither package is being extended; both are being kept installable.
◆ Prediction
Expect nothing but CRAN and toolchain maintenance, arriving whenever Rcpp or R's check requirements change, and arriving alongside smam. There is no signal in these entries of planned functional work.
stochvol
0.0INFRA · APIS
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 coga 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 coga or stochvol.
PINstimation
A market-microstructure toolkit that keeps adding estimators as the papers land.
nzilbb.vowels
A vowel-analysis package trimming dependencies after an email address got it archived.
emuR
The R half of the EMU speech database system, fixing what was quietly broken.
BAS
A Bayesian model-averaging package spending its 2.0 on memory, not methods.
tidyplots
tidyplots keeps rebuilding its own foundations rather than layering around them.
See all coga alternatives → · See all stochvol alternatives →
Recent activity from coga and stochvol
Latest ship moves from both products, interleaved chronologically. ⚡ = editorial spark.
- 5mo agostochvolSampler crash with constant parameters fixed, plus RcppArmadillo 15
- 5mo agocogaRcpp attributes regenerated; email updated
- 1y agostochvolTwo CRAN check notes cleared
- 1y agostochvolProposal variance corrected in the centered parameterisation
- 2y agostochvolCRAN stochvol 3.2.4
- 2y agocogaMaintainer email updated
- 2y agocogaCompiler format-security warning resolved
- 2y agostochvolRolling-window indexing and inverse gamma prior validation fixed
- 3y agocogaPackage documentation alias added for CRAN
- 3y agostochvolCore C++ sampler routines exported for reuse
- 6y agocogaUnexported density variant added for research use
- 8y agocoga1.0.0 declares the package complete and documented
Frequently asked questions
What is the difference between coga and stochvol?
Both compete on the same themes — rcpp — within Infra & APIs. coga 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 coga better than stochvol?
Sparkpulse doesn't pick a winner — we score release velocity, not feature parity. coga 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 coga?
Top coga alternatives in Infra & APIs are ranked by recent ship velocity. Browse the "coga alternatives" section above for the current picks, or visit /alternatives/coga 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.