Man pages for monty-se/PINstimation
Estimation of the Probability of Informed Trading
| adjpin | Estimation of adjusted PIN model |
| dailytrades | Example of quarterly data |
| data.series-class | List of dataset objects |
| dataset-class | Simulated data object |
| detecting-layers | Layer detection in trade-data |
| estimate.adjpin-class | AdjPIN estimation results |
| estimate.mpin-class | MPIN estimation results |
| estimate.mpin.ecm-class | MPIN estimation results (ECM) |
| estimate.pin-class | PIN estimation results |
| estimate.vpin-class | VPIN estimation results |
| factorizations | Factorizations of the different PIN likelihood functions |
| generatedata_adjpin | Simulation of AdjPIN model data. |
| generatedata_mpin | Simulation of MPIN model data |
| get_posteriors | Posterior probabilities for PIN and MPIN estimates |
| hfdata | High-frequency trade-data |
| initials_adjpin | AdjPIN initial parameter sets of Ersan & Ghachem (2022b) |
| initials_adjpin_cl | AdjPIN initial parameter sets of Cheng and Lai (2021) |
| initials_adjpin_rnd | AdjPIN random initial sets |
| initials_mpin | MPIN initial parameter sets of Ersan (2016) |
| initials_pin_ea | Initial parameter sets of Ersan & Alici (2016) |
| initials_pin_gwj | Initial parameter set of Gan et al.(2015) |
| initials_pin_yz | Initial parameter sets of Yan and Zhang (2012) |
| mpin_ecm | MPIN model estimation via an ECM algorithm |
| mpin_ml | MPIN model estimation via standard ML methods |
| pin | PIN estimation - custom initial parameter sets |
| pin_bayes | PIN estimation - Bayesian approach |
| pin_ea | PIN estimation - initial parameter sets of Ersan & Alici... |
| pin_gwj | PIN estimation - initial parameter set of Gan et al. (2015) |
| PINstimation-package | An R package for estimating the probability of informed... |
| pin_yz | PIN estimation - initial parameter sets of Yan & Zhang (2012) |
| set_display_digits | Package-wide number of digits |
| trade_classification | Classification and aggregation of high-frequency data |
| vpin_measures | Estimation of Volume-Synchronized PIN model (vpin) and the... |
