pinbasic (0.2.0)

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

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

Utilities for fast and stable estimation of the probability of informed trading (PIN) in the model introduced by Easley et al. (2002) are implemented. Since the basic model developed by Easley et al. (1996) 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.

Maintainer: Andreas Recktenwald
Author(s): Andreas Recktenwald [aut, cre]

License: GPL-3 | file LICENSE

Uses: doParallel, fastcluster, foreach, ggplot2, lubridate, reshape2, scales, formatR, knitr, rmarkdown

Released almost 3 years ago.