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Comparison · Infra & APIs

PINstimation vs smam

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

PINstimation vs smam: at a glance

FeaturePINstimationsmam
SectorInfra & APIsInfra & APIs
Velocity score0.00.0
Sparks · 30d00
Top themesmarket-microstructure, finance, informed-trading, r-packageanimal-movement, stochastic-processes, state-space-models, rcpp
Last editorial update47m ago5h ago
WebsiteVisit →Visit →

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 →

What is smam?

Animal-movement models in R, where new stochastic processes arrive years apart.

smam fits statistical models of animal movement, covering moving-resting processes with and without measurement error, moving-resting-handling, and moving-moving processes, with simulation, point estimation and variance estimation for each. The last three releases are pure upkeep: guarding Rf_error calls after an Rcpp update, a maintainer email change, and a compiler warning fix. The substantive work in this window is 0.7.0, which added estimate and vcov generics across all fit functions, and 0.6.0, which added the moving-moving process.

Read the full smam trajectory →

PINstimation vs smam: editorial side-by-side

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.

S
smam
INFRA · APIS
0.0

Animal-movement models in R, where new stochastic processes arrive years apart.

◆ Current state

smam fits statistical models of animal movement, covering moving-resting processes with and without measurement error, moving-resting-handling, and moving-moving processes, with simulation, point estimation and variance estimation for each. The last three releases are pure upkeep: guarding Rf_error calls after an Rcpp update, a maintainer email change, and a compiler warning fix. The substantive work in this window is 0.7.0, which added estimate and vcov generics across all fit functions, and 0.6.0, which added the moving-moving process.

◆ Where it's heading

This package grows by adding process models, and it does so rarely. Between the moving-moving process in 2021 and now, the only interface-level change has been the 0.7.0 generics that gave every fit function a common way to retrieve estimates and their covariance, which is consolidation of an accumulated collection rather than expansion of it. The three releases since are entirely reactive to toolchain and CRAN pressure, and they arrive in step with the maintainer's other package coga, which received the same Rcpp guard within twenty minutes on the same day.

◆ Prediction

Expect further releases to be CRAN and Rcpp maintenance unless a new movement process is published, which is what has historically prompted a minor version here. The generics added in 0.7.0 give any future process model a ready-made interface to slot into.

Alternatives to PINstimation and smam

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 smam.

See all PINstimation alternatives → · See all smam alternatives →

Recent activity from PINstimation and smam

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

  1. 5mo agosmamRcpp attributes regenerated to guard Rf_error calls
  2. 8mo agoPINstimationPINstimation 0.2.0
  3. 2y agosmamMaintainer email updated
  4. 2y agosmamCompiler format-security warning resolved
  5. 3y agosmamestimate and vcov generics unify all fit functions
  6. 3y agoPINstimationPINstimation v0.1.2
  7. 3y agoPINstimationPINstimation v0.1.1
  8. 3y agoPINstimationPINstimation v0.0.1-beta
  9. 3y agoPINstimationPINstimation v0.1.0
  10. 5y agosmamMoving-moving process added with simulation and estimation
  11. 5y agosmamVariance estimators adjusted; example dataset added

Frequently asked questions

What is the difference between PINstimation and smam?

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

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

What are the best alternatives to smam?

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