Andreas Recktenwald
2016-Oct-25 11:58 UTC
[R-pkgs] New Package: pinbasic - Fast and Stable Estimation of the Probability of Informed Trading (PIN)
Dear R-Users, a new package, "pinbasic", is now available on CRAN. According to the DESCRIPTION: Utilities for fast and stable estimation of the probability of informed trading (PIN) in the model introduced by Easley et al. (2002) <DOI:10.1111/1540-6261.00493> are implemented. Since the basic model developed by Easley et al. (1996) <DOI:10.1111/j.1540-6261.1996.tb04074.x> is nested in the former due to equating the intensity of uninformed buys and sells, functionalities can also be applied to this simpler model structure, if needed. A vignette will be added to the package in near future. However, the existing manual pages should be a good starting point. Development version of the package is available at: https://github.com/anre005/pinbasic -- Diplom-Kaufmann Andreas Recktenwald Statistik & ?konometrie Rechts- und Wirtschaftswissenschaftliche Fakult?t Universit?t des Saarlandes Campus C3 1, Raum 2.06 66123 Saarbr?cken Deutschland