JointFPM
Recurrent-event modelling settles, with mean_no() promoted to stable.
Comparison · Infra & APIs
mice vs stochvol
A side-by-side editorial comparison of mice and stochvol — release velocity, themes, recent moves, and the top alternatives to consider.
mice vs stochvol: at a glance
What is mice?
mice can finally predict, not just estimate, from multiply imputed data.
mice is the reference implementation of multiple imputation by chained equations, and the default answer to missing data in R. The releases here follow a consistent shape: one or two substantive additions per version, most contributed by outside authors, plus fixes to methods that have been in the package for years. The current 3.19.0 adds predict_mi(), which pools predictions across imputations under Rubin's rules and can return prediction intervals.
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.
mice vs stochvol: editorial side-by-side
mice
0.0INFRA · APIS
mice can finally predict, not just estimate, from multiply imputed data.
◆ Current state
mice is the reference implementation of multiple imputation by chained equations, and the default answer to missing data in R. The releases here follow a consistent shape: one or two substantive additions per version, most contributed by outside authors, plus fixes to methods that have been in the package for years. The current 3.19.0 adds predict_mi(), which pools predictions across imputations under Rubin's rules and can return prediction intervals.
◆ Where it's heading
Two things are happening. The imputation method catalogue keeps widening — lasso variants, multivariate PMM, categorical PMM via canonical correlation — while the pooling side is being extended past its original purpose, first to synthetic data, now to predictions on held-out sets. That second thread points at predictive modelling workflows rather than the inferential ones mice was built for. Meanwhile the maintainers keep finding consequential old bugs: the augment() ordered-factor defect in 3.18.0 had been silently degrading ordinal imputations for years.
◆ Prediction
predict_mi() is framed around evaluating predictive performance on test sets, and the ignore argument added in 3.12.0 already exists to hold out rows from the imputation model. Expect the next work to join those up into a fuller train/test story for imputed data, since the pieces are now in place but not yet connected.
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 mice 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 mice or stochvol.
CptNonPar
Nonparametric change point detection swaps p-values for importance scores.
ggprism
A Prism-styled ggplot2 theme in maintenance, now surviving ggplot2 4.0.
TrendLSW
Wavelet trend estimation tightens the defaults it shipped with.
mmpca
Back from CRAN removal under a new maintainer, with the compiled layer rebuilt.
PINstimation
A market-microstructure toolkit that keeps adding estimators as the papers land.
See all mice alternatives → · See all stochvol alternatives →
Recent activity from mice and stochvol
Latest ship moves from both products, interleaved chronologically. ⚡ = editorial spark.
- 5mo agostochvolSampler crash with constant parameters fixed, plus RcppArmadillo 15
- 8mo agomicemice 3.19.0 ⚡
- 1y agostochvolTwo CRAN check notes cleared
- 1y agomicemice 3.18.0
- 1y agomicemice 3.17.0
- 1y agostochvolProposal variance corrected in the centered parameterisation
- 2y agostochvolCRAN stochvol 3.2.4
- 2y agostochvolRolling-window indexing and inverse gamma prior validation fixed
- 3y agomicemice 3.16.0
- 3y agostochvolCore C++ sampler routines exported for reuse
- 3y agomicemice 3.15.0
- 4y agomicemice 3.14.0
Frequently asked questions
What is the difference between mice and stochvol?
They serve adjacent needs but don't currently overlap on shipped themes. mice 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 mice better than stochvol?
Sparkpulse doesn't pick a winner — we score release velocity, not feature parity. mice 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 mice?
Top mice alternatives in Infra & APIs are ranked by recent ship velocity. Browse the "mice alternatives" section above for the current picks, or visit /alternatives/mice 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.