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Comparison · Infra & APIs
stochvol vs valr
A side-by-side editorial comparison of stochvol and valr — release velocity, themes, recent moves, and the top alternatives to consider.
stochvol vs valr: at a glance
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.
What is valr?
valr's interval verbs now read genomic files in place instead of demanding a loaded tibble.
valr reimplements bedtools-style genome interval arithmetic as tidyverse verbs backed by C++. Its long project has been closing the behavioural gap with bedtools — the book-ended interval semantics finally match in 0.10.0, three releases after the deprecation began. The July release also ends the assumption that intervals must be in memory: bed_map(), bed_intersect(), bed_subtract(), bed_coverage() and bed_window() accept a bigWig or bigBed path or URL where an interval table used to go.
stochvol vs valr: editorial side-by-side
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.
valr
0.0INFRA · APIS
valr's interval verbs now read genomic files in place instead of demanding a loaded tibble.
◆ Current state
valr reimplements bedtools-style genome interval arithmetic as tidyverse verbs backed by C++. Its long project has been closing the behavioural gap with bedtools — the book-ended interval semantics finally match in 0.10.0, three releases after the deprecation began. The July release also ends the assumption that intervals must be in memory: bed_map(), bed_intersect(), bed_subtract(), bed_coverage() and bed_window() accept a bigWig or bigBed path or URL where an interval table used to go.
◆ Where it's heading
Two arcs converge here. One is compatibility: min_overlap arrived with a deprecation warning in 0.9.0 and its default flipped from 0 to 1 in 0.10.0, so book-ended intervals are excluded by default as bedtools does, with the internal calculations in bed_closest() and friends deliberately left counting them. The other is the file-backed path, which grew out of the cpp11bigwig dependency adopted in 0.8.3 for read_bigwig() and re-exported in 0.9.0 — reading a file became querying one. Underneath, the C++ base keeps getting lighter: Rcpp swapped for cpp11, rlang cut to a single function, per-group memory copies removed from three verbs.
◆ Prediction
Only five verbs take a file argument today and bed_closest(), bed_glyph() and the statistical verbs do not, so extending the file-backed path across the rest of the API is the obvious follow-up. The deprecated tibble re-exports and the now-defunct n_fields argument suggest continued removal of the compatibility layer in the next minor release.
Alternatives to stochvol and valr
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 stochvol or valr.
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 stochvol alternatives → · See all valr alternatives →
Recent activity from stochvol and valr
Latest ship moves from both products, interleaved chronologically. ⚡ = editorial spark.
- 1mo agovalrInterval verbs read bigWig and bigBed files directly ⚡
- 5mo agostochvolSampler crash with constant parameters fixed, plus RcppArmadillo 15
- 7mo agovalrbed_slop() and bed_flank() preserve input row order
- 8mo agovalrmin_overlap introduced; C++ backend moves from Rcpp to cpp11
- 1y agostochvolTwo CRAN check notes cleared
- 1y agovalrTest updated for ggplot2 3.6.0
- 1y agovalrread_bigwig() switches to cpp11bigwig; read_gtf() deprecated
- 1y agostochvolProposal variance corrected in the centered parameterisation
- 1y agovalrCRAN Rd link NOTE and maintainer email change
- 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 stochvol and valr?
They serve adjacent needs but don't currently overlap on shipped themes. stochvol and valr 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 stochvol better than valr?
Sparkpulse doesn't pick a winner — we score release velocity, not feature parity. stochvol and valr 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 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.
What are the best alternatives to valr?
Top valr alternatives in Infra & APIs are ranked by recent ship velocity. Browse the "valr alternatives" section above for the current picks, or visit /alternatives/valr for the full list with editorial commentary on each.