R/RcppExports.R

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

# Generated by using Rcpp::compileAttributes() -> do not edit by hand
# Generator token: 10BE3573-1514-4C36-9D1C-5A225CD40393

eho <- function(param, numbuys, numsells) {
    .Call('_pinbasic_eho', PACKAGE = 'pinbasic', param, numbuys, numsells)
}

linke <- function(param, numbuys, numsells) {
    .Call('_pinbasic_linke', PACKAGE = 'pinbasic', param, numbuys, numsells)
}

#' Simulate trading data
#'
#' Simulates a matrix consisting of synthetic data for daily buys and sells
#'
#' If names are not set for \code{param} or one or more of the vector names do not match the valid choices, they are internally set to
#' \code{'alpha'}, \code{'delta'}, \code{'epsilon_b'}, \code{'epsilon_s'}, \code{'mu'} (in this order).
#'
#' @return \emph{numeric}: Matrix with \code{ndays} rows and two columns which are named \code{'Buys'} and \code{'Sells'}.
#'
#' @inheritParams pin_ll
#' @param ndays \emph{integer}: Number of trading days for which aggregated buys and sells are simulated, defaults to 60
#'
#' @export simulateBS
simulateBS <- function(param, ndays) {
    .Call('_pinbasic_simulateBS', PACKAGE = 'pinbasic', param, ndays)
}