posterior: Posterior Probabilities

In anre005/pinbasic: Fast and Stable Estimation of the Probability of Informed Trading (PIN)

Posterior Probabilities

Description

Calculates posterior probabilities of conditions of trading days

Usage

posterior(param = NULL, numbuys = NULL, numsells = NULL)

Arguments

param	numeric: (named) vector of model parameters (valid names: 'alpha', 'delta', 'epsilon_b', 'epsilon_s', 'mu'), length must equal 5
numbuys	numeric: vector of daily buys
numsells	numeric: vector of daily sells

Details

For more details see corresponding section in vignette

Value

numeric matrix with columns 'no', 'good' and 'bad' representing posterior probabilities for the corresponding trading day conditions

See Also

ggplot.posterior

Examples

## Not run: See Vignette \code{browseVignette(package = 'pinbasic')}

anre005/pinbasic documentation built on May 6, 2022, 4:40 a.m.