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Comparison · Infra & APIs

mmpca vs stochvol

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

Shared themes:rcpp

mmpca vs stochvol: at a glance

Featuremmpcastochvol
SectorInfra & APIsInfra & APIs
Velocity score0.00.0
Sparks · 30d00
Top themescran, maintainership, rcpp, build-systembayesian-inference, stochastic-volatility, mcmc, rcpp
Last editorial update43m ago2h ago
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What is mmpca?

Back from CRAN removal under a new maintainer, with the compiled layer rebuilt.

mmpca implements multiple matrix principal component analysis with a compiled GSL backend. The package spent time off CRAN, and its recent history is a rescue operation rather than a feature program: a new maintainer took it over, moved the native build path onto RcppGSL, and folded the hand-written C bindings into Rcpp. The two most recent entries landed the same day, one restoring the package and one clearing residual CRAN comments.

Read the full mmpca 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 →

mmpca vs stochvol: editorial side-by-side

M
mmpca
INFRA · APIS
0.0

Back from CRAN removal under a new maintainer, with the compiled layer rebuilt.

◆ Current state

mmpca implements multiple matrix principal component analysis with a compiled GSL backend. The package spent time off CRAN, and its recent history is a rescue operation rather than a feature program: a new maintainer took it over, moved the native build path onto RcppGSL, and folded the hand-written C bindings into Rcpp. The two most recent entries landed the same day, one restoring the package and one clearing residual CRAN comments.

◆ Where it's heading

Work is concentrated on making the package installable and check-clean rather than on the decomposition itself. The version stamps run out of order, with 2.0.3 predating both 2.0.2 and 2.0.4 by three years, so the feed reads as an archive flush around the CRAN return. Nothing in the entries points at method-level work.

◆ Prediction

Expect maintenance releases that keep the compiled code passing CRAN checks; the entries give no signal about new decomposition features.

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 mmpca 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 mmpca or stochvol.

See all mmpca alternatives → · See all stochvol alternatives →

Recent activity from mmpca and stochvol

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

  1. 5mo agostochvolSampler crash with constant parameters fixed, plus RcppArmadillo 15
  2. 8mo agommpcaMinor CRAN comments cleared to keep the package listed
  3. 8mo agommpcaBack on CRAN under a new maintainer, rebuilt on RcppGSL
  4. 1y agostochvolTwo CRAN check notes cleared
  5. 1y agostochvolProposal variance corrected in the centered parameterisation
  6. 2y agostochvolCRAN stochvol 3.2.4
  7. 2y agostochvolRolling-window indexing and inverse gamma prior validation fixed
  8. 3y agostochvolCore C++ sampler routines exported for reuse
  9. 3y agommpcaValgrind memory fixes and a maximum-iteration option

Frequently asked questions

What is the difference between mmpca and stochvol?

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

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

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