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 |
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_est | Estimating PIN |
pin_est_core | Optimization in PIN models |
pin_ll | Likelihood factorizations |
qpin | Quarterly PIN estimates |
qpin_plot | PIN Visualization |