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Comparison · Infra & APIs

JointFPM vs PINstimation

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

JointFPM vs PINstimation: at a glance

FeatureJointFPMPINstimation
SectorInfra & APIsInfra & APIs
Velocity score0.00.0
Sparks · 30d00
Top themessurvival-analysis, recurrent-events, parametric-models, api-stabilitymarket-microstructure, finance, informed-trading, r-package
Last editorial update45m ago1h ago
WebsiteVisit →Visit →

What is JointFPM?

Recurrent-event modelling settles, with mean_no() promoted to stable.

JointFPM fits joint flexible parametric models for a recurrent event process alongside a competing terminal event, and predicts the mean number of events. The visible history runs from bug fixes on the earliest CRAN releases through standardization, integration options and a summary method, ending with mean_no() declared stable. Several changes arrived through outside pull requests.

Read the full JointFPM trajectory →

What is PINstimation?

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.

Read the full PINstimation trajectory →

JointFPM vs PINstimation: editorial side-by-side

J
JointFPM
INFRA · APIS
0.0

Recurrent-event modelling settles, with mean_no() promoted to stable.

◆ Current state

JointFPM fits joint flexible parametric models for a recurrent event process alongside a competing terminal event, and predicts the mean number of events. The visible history runs from bug fixes on the earliest CRAN releases through standardization, integration options and a summary method, ending with mean_no() declared stable. Several changes arrived through outside pull requests.

◆ Where it's heading

The arc runs from a working estimator toward a usable one: input validation and error messages first, then control over the numerical integration, then a summary method and pass-through arguments to the underlying rstpm2 fit. The latest release adds no code so much as a stability commitment to a function users were already calling.

◆ Prediction

With mean_no() stable, the next work most likely targets the prediction and standardization paths rather than the model fit itself.

P
PINstimation
INFRA · APIS
0.0

A market-microstructure toolkit that keeps adding estimators as the papers land.

◆ Current state

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.

◆ Where it's heading

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.

◆ Prediction

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.

Alternatives to JointFPM and PINstimation

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 JointFPM or PINstimation.

See all JointFPM alternatives → · See all PINstimation alternatives →

Recent activity from JointFPM and PINstimation

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

  1. 8mo agoPINstimationPINstimation 0.2.0
  2. 1y agoJointFPMmean_no() promoted to a stable interface
  3. 2y agoJointFPMsummary() method and control arguments passed to rstpm2
  4. 2y agoJointFPMGaussian quadrature option for the mean-events integration
  5. 2y agoJointFPMStandardized marginal estimates plus input validation
  6. 2y agoJointFPMBug fixes for differences between mean-event functions
  7. 3y agoPINstimationPINstimation v0.1.2
  8. 3y agoPINstimationPINstimation v0.1.1
  9. 3y agoPINstimationPINstimation v0.0.1-beta
  10. 3y agoPINstimationPINstimation v0.1.0

Frequently asked questions

What is the difference between JointFPM and PINstimation?

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

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

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

What are the best alternatives to PINstimation?

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.