Man pages for anre005/pinbasic
Fast and Stable Estimation of the Probability of Informed Trading (PIN)

BSfrequentDaily Buys and Sells
BSfrequent2015Daily Buys and Sells
BSheavyDaily Buys and Sells
BSinfrequentDaily Buys and Sells
ggplot.posteriorVisualization of Posterior Probabilities
ggplot.qpinPIN Visualization
initial_valsInitial values for PIN optimization
pinbasicA Package for Fast and Stable Estimation of the Probability...
pin_calcProbability of Informed Trading
pin_confintPIN confidence intervals
pin_estEstimating PIN
pin_est_coreOptimization in PIN models
pin_llLikelihood factorizations
posteriorPosterior Probabilities
qpinQuarterly PIN estimates
simulateBSSimulate trading data
anre005/pinbasic documentation built on May 10, 2019, 11:54 a.m.