mice
mice can finally predict, not just estimate, from multiply imputed data.
Comparison · Infra & APIs
midr vs stochvol
A side-by-side editorial comparison of midr and stochvol — release velocity, themes, recent moves, and the top alternatives to consider.
midr vs stochvol: at a glance
What is midr?
A black-box interpreter reaches CRAN, then learns multi-class and survival responses
midr explains black-box models by fitting an interpretable surrogate through Maximum Interpretation Decomposition — main effects plus second-order interactions, with exact Shapley values for the surrogate. Two months after its first CRAN release it can take a matrix response, which covers multi-class classification and survival models, and hold collections of fitted interpretations in midlist and midrib objects for comparison.
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.
midr vs stochvol: editorial side-by-side
midr
0.0INFRA · APIS
A black-box interpreter reaches CRAN, then learns multi-class and survival responses
◆ Current state
midr explains black-box models by fitting an interpretable surrogate through Maximum Interpretation Decomposition — main effects plus second-order interactions, with exact Shapley values for the surrogate. Two months after its first CRAN release it can take a matrix response, which covers multi-class classification and survival models, and hold collections of fitted interpretations in midlist and midrib objects for comparison.
◆ Where it's heading
The releases move outward along two axes at once: what can be interpreted, and how much of it fits in memory. Version 0.5.3 rebuilt the fitting path to avoid materialising large design matrices and added a save.memory option; 0.6.0 widened the response from a vector to a matrix and added parametric link functions. Class and argument names were shortened in the same release, so the package is still willing to break itself this early.
◆ Prediction
With multiple models now held in one object and visualisation methods for them, comparison across models is the surface most likely to fill out next — the collection classes exist but the notes describe manipulation and plotting rather than any comparison metric.
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 midr 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 midr 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 midr alternatives → · See all stochvol alternatives →
Recent activity from midr and stochvol
Latest ship moves from both products, interleaved chronologically. ⚡ = editorial spark.
- 5mo agomidrMatrix responses bring multi-class and survival models in scope ⚡
- 5mo agostochvolSampler crash with constant parameters fixed, plus RcppArmadillo 15
- 7mo agomidrFirst CRAN release: MID surrogate models for black-box explanation ⚡
- 7mo agomidrMemory-efficient fitting for large design matrices
- 1y agostochvolTwo CRAN check notes cleared
- 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 agostochvolCore C++ sampler routines exported for reuse
Frequently asked questions
What is the difference between midr and stochvol?
They serve adjacent needs but don't currently overlap on shipped themes. midr 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 midr better than stochvol?
Sparkpulse doesn't pick a winner — we score release velocity, not feature parity. midr 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 midr?
Top midr alternatives in Infra & APIs are ranked by recent ship velocity. Browse the "midr alternatives" section above for the current picks, or visit /alternatives/midr 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.