Man pages for PINstimation
Estimation of the Probability of Informed Trading

adjpinEstimation of adjusted PIN model
dailytradesExample of quarterly data
data.series-classList of dataset objects
dataset-classSimulated data object
detecting-layersLayer detection in trade-data
estimate.adjpin-classAdjPIN estimation results
estimate.mpin-classMPIN estimation results
estimate.mpin.ecm-classMPIN estimation results (ECM)
estimate.pin-classPIN estimation results
estimate.vpin-classVPIN estimation results
factorizationsFactorizations of the different PIN likelihood functions
generatedata_adjpinSimulation of AdjPIN model data.
generatedata_mpinSimulation of MPIN model data
get_posteriorsPosterior probabilities for PIN and MPIN estimates
hfdataHigh-frequency trade-data
initials_adjpinAdjPIN initial parameter sets of Ersan & Ghachem (2022b)
initials_adjpin_clAdjPIN initial parameter sets of Cheng and Lai (2021)
initials_adjpin_rndAdjPIN random initial sets
initials_mpinMPIN initial parameter sets of Ersan (2016)
initials_pin_eaInitial parameter sets of Ersan & Alici (2016)
initials_pin_gwjInitial parameter set of Gan et al.(2015)
initials_pin_yzInitial parameter sets of Yan and Zhang (2012)
mpin_ecmMPIN model estimation via an ECM algorithm
mpin_mlMPIN model estimation via standard ML methods
pinPIN estimation - custom initial parameter sets
pin_bayesPIN estimation - Bayesian approach
pin_eaPIN estimation - initial parameter sets of Ersan & Alici...
pin_gwjPIN estimation - initial parameter set of Gan et al. (2015)
PINstimation-packagePINstimation: Estimation of the Probability of Informed...
pin_yzPIN estimation - initial parameter sets of Yan & Zhang (2012)
set_display_digitsPackage-wide number of digits
trade_classificationClassification and aggregation of high-frequency data
vpin_measuresEstimation of Volume-Synchronized PIN model (vpin) and the...
PINstimation documentation built on Dec. 18, 2025, 1:07 a.m.