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InfoTrad
View on CRAN: Click
here
Download and install InfoTrad package within the R console
Install from CRAN:
install.packages("InfoTrad")
Install from Github:
library("remotes")
install_github("cran/InfoTrad")
Install by package version:
library("remotes")
install_version("InfoTrad", "1.2")
Attach the package and use:
library("InfoTrad")
Maintained by
Murat Tinic
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-12-23
Latest Update: 2017-08-21
Description:
Estimates the probability of informed trading (PIN) initially introduced by Easley et. al. (1996) . Contribution of the package is that it uses likelihood factorizations of Easley et. al. (2010) (EHO factorization) and Lin and Ke (2011) (LK factorization). Moreover, the package uses different estimation algorithms. Specifically, the grid-search algorithm proposed by Yan and Zhang (2012) , hierarchical agglomerative clustering approach proposed by Gan et. al. (2015) and later extended by Ersan and Alici (2016) .
How to cite:
Murat Tinic (2016). InfoTrad: Calculates the Probability of Informed Trading (PIN). R package version 1.2, https://cran.r-project.org/web/packages/InfoTrad. Accessed 06 Jan. 2025.
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Other R packages that InfoTrad depends,
imports, suggests or enhances
Complete documentation for InfoTrad
Functions, R codes and Examples using
the InfoTrad R package
Some associated functions: EA . EHO . GAN . InfoTrad-package . LK . YZ .
Some associated R codes: EA.R . EHO.R . GAN.R . LK.R . YZ.R . Full InfoTrad package functions and examples
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