Fast and Stable Estimation of the Probability of Informed Trading (PIN)


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Documentation for package ‘pinbasic’ version 1.2.2

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pinbasic-package A Package for Fast and Stable Estimation of the Probability of Informed Trading (PIN)
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 of Informed Trading (PIN)
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