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Comparison · Infra & APIs

fastpos vs stochvol

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

Shared themes:rcpp

fastpos vs stochvol: at a glance

Featurefastposstochvol
SectorInfra & APIsInfra & APIs
Velocity score0.00.0
Sparks · 30d00
Top themessimulation, correlation, sample-size, rcppbayesian-inference, stochastic-volatility, mcmc, rcpp
Last editorial update21h ago1h ago
WebsiteVisit →Visit →

What is fastpos?

Dormant three years, then a two-line release nobody using it would notice

fastpos finds the critical point of stability for a Pearson correlation, a simulation problem whose C++ implementation is the entire reason the package exists. Its substantive work concluded in 2022 with 0.5.0, the release prepared during R Journal review, which renamed the precision parameters, moved multicore work to pbapply and let users set corridor limits directly. After three years of silence, 0.6.0 removes an internal restriction to cpp11 and changes index_pop to an integer.

Read the full fastpos 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 →

fastpos vs stochvol: editorial side-by-side

F
fastpos
INFRA · APIS
0.0

Dormant three years, then a two-line release nobody using it would notice

◆ Current state

fastpos finds the critical point of stability for a Pearson correlation, a simulation problem whose C++ implementation is the entire reason the package exists. Its substantive work concluded in 2022 with 0.5.0, the release prepared during R Journal review, which renamed the precision parameters, moved multicore work to pbapply and let users set corridor limits directly. After three years of silence, 0.6.0 removes an internal restriction to cpp11 and changes index_pop to an integer.

◆ Where it's heading

This is a finished piece of research software in low-effort upkeep. The changelog's centre of gravity is the R Journal review process, and once that concluded the package stopped changing. The single release since is toolchain work of the kind that keeps a package compiling rather than anything a user would see.

◆ Prediction

Expect nothing beyond occasional compilation or CRAN-check fixes unless the accompanying paper draws requests for other correlation types or resampling schemes.

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 fastpos 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 fastpos or stochvol.

See all fastpos alternatives → · See all stochvol alternatives →

Recent activity from fastpos and stochvol

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

  1. 5mo agostochvolSampler crash with constant parameters fixed, plus RcppArmadillo 15
  2. 10mo agofastposcpp11 restriction removed; index_pop now an integer
  3. 1y agostochvolTwo CRAN check notes cleared
  4. 1y agostochvolProposal variance corrected in the centered parameterisation
  5. 2y agostochvolCRAN stochvol 3.2.4
  6. 2y agostochvolRolling-window indexing and inverse gamma prior validation fixed
  7. 3y agostochvolCore C++ sampler routines exported for reuse
  8. 4y agofastposMulticore fix for pbmcapply; Windows limited to one core
  9. 4y agofastposR Journal review release: renamed precision parameters, manual corridor limits
  10. 5y agofastposMore informative test failures; interactive-only progress bars
  11. 6y agofastposMulticore support via the future package
  12. 6y agofastposExact-rho population generation and C++ progress bar fixes

Frequently asked questions

What is the difference between fastpos and stochvol?

Both compete on the same themes — rcpp — within Infra & APIs. fastpos 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 fastpos better than stochvol?

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

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