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Comparison · Infra & APIs
robscale vs stochvol
A side-by-side editorial comparison of robscale and stochvol — release velocity, themes, recent moves, and the top alternatives to consider.
Shared themes:rcpp
robscale vs stochvol: at a glance
What is robscale?
A robust-statistics package rewrote its estimators in SIMD C++ and went to CRAN in two weeks.
robscale computes robust scale and location estimators, and its pitch is speed: 21 to 26 times faster than stats::mad, 37 times faster than stats::IQR on small samples, with comparable margins over robustbase for Qn and Sn. The March 2026 releases took it from a GitHub project to a CRAN package carrying eleven estimators, all with confidence 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.
robscale vs stochvol: editorial side-by-side
robscale
0.0INFRA · APIS
A robust-statistics package rewrote its estimators in SIMD C++ and went to CRAN in two weeks.
◆ Current state
robscale computes robust scale and location estimators, and its pitch is speed: 21 to 26 times faster than stats::mad, 37 times faster than stats::IQR on small samples, with comparable margins over robustbase for Qn and Sn. The March 2026 releases took it from a GitHub project to a CRAN package carrying eleven estimators, all with confidence intervals.
◆ Where it's heading
Three releases in a fortnight walk a clear line: expand the public API, submit to CRAN, then tune. The 0.5.4 work is where that tuning shows, and it is unusually specific about hardware, raising sorting-network thresholds after benchmarking and dropping the AVX-512 path entirely in favour of a shorter AVX2-first dispatch chain. The build-fix lists are long, which is what a package fighting compiler and TBB variation across CRAN's platforms looks like.
◆ Prediction
The dispatch hierarchy has been simplified once already; further releases most likely continue narrowing the SIMD surface and hardening the configure step rather than adding estimators. A new estimator would be the surprise.
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 robscale 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 robscale 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 robscale alternatives → · See all stochvol alternatives →
Recent activity from robscale and stochvol
Latest ship moves from both products, interleaved chronologically. ⚡ = editorial spark.
- 4mo agorobscaleSIMD median networks land; AVX-512 dispatch is dropped
- 4mo agorobscaleCRAN submission ships 11 robust estimators with bootstrap intervals ⚡
- 5mo agorobscalescale_robust() dispatcher and four new estimators join the public API
- 5mo agostochvolSampler crash with constant parameters fixed, plus RcppArmadillo 15
- 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 robscale and stochvol?
Both compete on the same themes — rcpp — within Infra & APIs. robscale 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 robscale better than stochvol?
Sparkpulse doesn't pick a winner — we score release velocity, not feature parity. robscale 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 robscale?
Top robscale alternatives in Infra & APIs are ranked by recent ship velocity. Browse the "robscale alternatives" section above for the current picks, or visit /alternatives/robscale 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.