Man pages for simonsays1980/bayespin
An R package for Bayesian estimation of the probability of informed trading
| bayespin-package | bayespin: An R package for Bayesian estimation of the... |
| compute_bayespin | Calculates estimates of the probability of informed trading |
| compute_comp_lik | Computes the likelihood of the compressed EKOP model |
| compute_ekop_lik | Computes the modified likelihood from the EKOP model |
| compute_ekop_orig_lik | Computes the original likelihood of the EKOP model |
| compute_mlpin | Computes the probability of informed trading from ML... |
| compute_pin | Computes the probability of informed trading |
| correct_trades | Corrects mis-specified trades data |
| estimate_compml | Estimated the probability of informed trading of the... |
| estimate_mlekop | Estimates the probability of informed trading with maximum... |
| estimate_pin | Estimates the Bayesian probability of informed trading |
| logistic | Transforms values by the logistic function |
| simulate_ekop | Simulates trades data |
| simulate_ekop_mis | Simulates mis-specified trades data |
