pinbasic: Fast and Stable Estimation of the Probability of Informed Trading (PIN)

Utilities for fast and stable estimation of the probability of informed trading (PIN) in the model introduced by Easley et al. (2002) <doi:10.1111/1540-6261.00493> are implemented. Since the basic model developed by Easley et al. (1996) <doi:10.1111/j.1540-6261.1996.tb04074.x> is nested in the former due to equating the intensity of uninformed buys and sells, functionalities can also be applied to this simpler model structure, if needed.

Version: 0.2.0
Depends: R (≥ 3.1)
Imports: stats, fastcluster, lubridate, ggplot2, reshape2, scales, foreach, doParallel, parallel
Suggests: knitr, rmarkdown, formatR, utils
Published: 2016-12-02
Author: Andreas Recktenwald [aut, cre]
Maintainer: Andreas Recktenwald <a.recktenwald at mx.uni-saarland.de>
BugReports: https://github.com/anre005/pinbasic/issues
License: GPL-3 | file LICENSE
NeedsCompilation: no
Materials: NEWS
In views: Finance
CRAN checks: pinbasic results

Downloads:

Reference manual: pinbasic.pdf
Vignettes: pinbasic: R Package for Fast and Stable Estimation of Static Models for the Probability of Informed Trading
Package source: pinbasic_0.2.0.tar.gz
Windows binaries: r-devel: pinbasic_0.2.0.zip, r-release: pinbasic_0.2.0.zip, r-oldrel: pinbasic_0.2.0.zip
OS X Mavericks binaries: r-release: pinbasic_0.2.0.tgz, r-oldrel: pinbasic_0.2.0.tgz
Old sources: pinbasic archive

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