PIN (0.8)

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Estimates the parameters of a trading-tree model for the computation of the probability of informed trading.

http://cran.r-project.org/web/packages/PIN

Using information for trade initiation, the package computes the probability of informed trading of Easley and O'Hara (1987).

Maintainer: Paolo Zagaglia
Author(s): P. Zagaglia

License: GPL-3

Uses: TTR, quantmod, zoo, xts, timeDate, highfrequency

Released over 6 years ago.


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