R/data.R

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

#' Daily Buys and Sells
#'
#' A matrix containing three months of synthetic daily buys and sells data representing an infrequently traded stock.
#'
#' @format A matrix with 60 rows and 2 variables:
#' \describe{
#'   \item{Buys}{daily buys}
#'   \item{Sells}{daily sells}
#' }
#' @source own simulation
"BSinfrequent"

#' Daily Buys and Sells
#'
#' A matrix containing three months of synthetic daily buys and sells data representing a frequently traded stock.
#'
#' @format A matrix with 60 rows and 2 variables:
#' \describe{
#'   \item{Buys}{daily buys}
#'   \item{Sells}{daily sells}
#' }
#' @source own simulation
"BSfrequent"

#' Daily Buys and Sells
#'
#' A matrix containing one year of synthetic daily buys and sells data representing a frequently traded stock.
#' Rownames equal the business days in 2015.
#'
#' @format A matrix with 261 rows and 2 variables:
#' \describe{
#'   \item{Buys}{daily buys}
#'   \item{Sells}{daily sells}
#' }
#' @source own simulation
"BSfrequent2015"

#' Daily Buys and Sells
#'
#' A matrix containing three months of synthetic daily buys and sells data representing a heavily traded stock.
#'
#' @format A matrix with 60 rows and 2 variables:
#' \describe{
#'   \item{Buys}{daily buys}
#'   \item{Sells}{daily sells}
#' }
#' @source own simulation
"BSheavy"