Nothing
nlminb_control
to function qpin
, pin_est
and pin_est_core
(see control argument for stats::nlminb
)BSfrequent
is now simulated with the parameter set (0.2, 0.5, 2200, 2000, 800) instead of (0.2, 0.5, 1800, 1700, 600)simulateBS
now completely in C++pin_confint
function
is no longer tied to HAC
. Other available methods can be chosen via
the method
argument of the function. (Defaults to "HAC"
)posterior
to enable computing posterior probabilities of
conditions of trading days for pin_est
, pin_est_core
and qpin
functionsqpin
function returns now list of list by default with slots res
and posterior
:
res
is relevant for ggplot.qpin
pin_confint
for ncores = 1
; seed
is set once at the beginning, hence results differ slightly from them of earlier versionpin_confint
and thus less dependencies; ncores = 1
by default nowpin_est_core
, pin_est
or qpin
use only 1 CPU core by default nowRcpp
simulateBS
function is re-implemented with Rcpp
posterior
: calculates posterior probabilities for trading days' conditionsggplot.posterior
: Method for ggplot
function for handling objects with class 'posterior' (Results from posterior
function)pin_confint
: using iter
function from iterators
package to iterate over list of simulated datasets if executed in parallel
which gains little speed-up in execution timeqpin_plot
changed to ggplot.qpin
: Method for ggplot
function for handling objects with class 'qpin' (Results from qpin
function)num_best_res = 1
simulateBS
for simulating daily buys and sells datapin_confint
: computes confidence intervals for the probability of informed trading pin_est_core
, pin_est
and qpin
gained two new arguments: confint
and ci_control
qpin_plot
, facets are now grouped by probability parameters,
intensity parameters and the probability of informed tradinginitial_vals
together with method = "HAC_Ref"
now returns a number of sets of initial values depending
on num_clust
argument, not only one setAny scripts or data that you put into this service are public.
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