mice
mice can finally predict, not just estimate, from multiply imputed data.
A side-by-side editorial comparison of PINstimation and plssem — release velocity, themes, recent moves, and the top alternatives to consider.
| Feature | PINstimation | plssem |
|---|---|---|
| Sector | Infra & APIs | Infra & APIs |
| Velocity score | 0.0 | 0.0 |
| Sparks · 30d | 0 | 0 |
| Top themes | market-microstructure, finance, informed-trading, r-package | structural-equation-modeling, partial-least-squares, multilevel-models, standard-errors |
| Last editorial update | 46m ago | 2h ago |
| Website | Visit → | Visit → |
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.
plssem took PLS-SEM into multilevel data, then spent two releases making the estimates trustworthy.
plssem is a young R implementation of partial least squares structural equation modelling, three CRAN releases old and shipping monthly. Its distinguishing work is the MC-PLS family — consistent PLS estimators the maintainer extended to mixed-effects designs in June — and the releases since have been about getting standard errors, admissibility and fit measures onto the same footing as the point estimates.
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.
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.
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.
plssem is a young R implementation of partial least squares structural equation modelling, three CRAN releases old and shipping monthly. Its distinguishing work is the MC-PLS family — consistent PLS estimators the maintainer extended to mixed-effects designs in June — and the releases since have been about getting standard errors, admissibility and fit measures onto the same footing as the point estimates.
The pattern is capability first, inference second. Multilevel MC-PLSc and MC-OrdPLSc arrived in 0.1.2 together with Monte-Carlo delta-method standard errors and a Polyak-Juditsky extrapolation step; 0.1.3 then extended delta-method errors to redundant parameters and thresholds, optimized their computation, added a loglikelihood-based fit measure and generated dynamic bounds to keep MC-PLS solutions admissible. Admissibility recurs throughout — penalized inadmissible solutions in 0.1.1, variance lower bounds and negative residual variance handling in 0.1.3, and an option to drop inadmissible bootstraps rather than silently include them. The release notes are pull-request lists, so the reasoning behind each change stays in the repository.
The MIMIC mode and GLS estimator both landed in the most recent release without the standard-error and fit-measure work that followed earlier additions, so extending inference to cover them is the natural next step. Bootstrap defaults moving to 500 replications suggests runtime is a live constraint and further optimization is likely.
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 PINstimation or plssem.
mice can finally predict, not just estimate, from multiply imputed data.
A vowel-analysis package trimming dependencies after an email address got it archived.
The R half of the EMU speech database system, fixing what was quietly broken.
A Bayesian model-averaging package spending its 2.0 on memory, not methods.
tidyplots keeps rebuilding its own foundations rather than layering around them.
A GENCODE annotation toolkit spent its first year getting out of CRAN's way.
See all PINstimation alternatives → · See all plssem alternatives →
Latest ship moves from both products, interleaved chronologically. ⚡ = editorial spark.
They serve adjacent needs but don't currently overlap on shipped themes. PINstimation and plssem 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.
Sparkpulse doesn't pick a winner — we score release velocity, not feature parity. PINstimation and plssem 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.
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.
Top plssem alternatives in Infra & APIs are ranked by recent ship velocity. Browse the "plssem alternatives" section above for the current picks, or visit /alternatives/plssem for the full list with editorial commentary on each.