BSfrequent | Daily Buys and Sells |
BSfrequent2015 | Daily Buys and Sells |
BSheavy | Daily Buys and Sells |
BSinfrequent | Daily Buys and Sells |
ggplot.posterior | Visualization of Posterior Probabilities |
ggplot.qpin | PIN Visualization |
initial_vals | Initial values for PIN optimization |
pinbasic | A Package for Fast and Stable Estimation of the Probability... |
pin_calc | Probability of Informed Trading |
pin_confint | PIN confidence intervals |
pin_est | Estimating PIN |
pin_est_core | Optimization in PIN models |
pin_ll | Likelihood factorizations |
posterior | Posterior Probabilities |
qpin | Quarterly PIN estimates |
simulateBS | Simulate trading data |
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