Other packages > Find by keyword >

PINstimation  

Estimation of the Probability of Informed Trading
View on CRAN: Click here


Download and install PINstimation package within the R console
Install from CRAN:
install.packages("PINstimation")

Install from Github:
library("remotes")
install_github("cran/PINstimation")

Install by package version:
library("remotes")
install_version("PINstimation", "0.2.0")



Attach the package and use:
library("PINstimation")
Maintained by
Montasser Ghachem
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-05-27
Latest Update: 2023-03-20
Description:
A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992) and Easley et al. (1996); Multilayer PIN (MPIN) in Ersan (2016); Adjusted PIN (AdjPIN) in Duarte and Young (2009); and volume-synchronized PIN (VPIN) in Easley et al. (2011, 2012). Implementations of various estimation methods suggested in the literature are included. Additional compelling features comprise posterior probabilities, an implementation of an expectation-maximization (EM) algorithm, and PIN decomposition into layers, and into bad/good components. Versatile data simulation tools, and trade classification algorithms are among the supplementary utilities. The package provides fast, compact, and precise utilities to tackle the sophisticated, error-prone, and time-consuming estimation procedure of informed trading, and this solely using the raw trade-level data.
How to cite:
Montasser Ghachem (2022). PINstimation: Estimation of the Probability of Informed Trading. R package version 0.2.0, https://cran.r-project.org/web/packages/PINstimation. Accessed 08 Aug. 2026.
Previous versions and publish date:
(2026-07-09 08:16), 0.1.0 (2022-05-27 10:30), 0.1.1 (2022-10-19 00:58), 0.1.2 (2023-03-21 00:10)
Other packages that cited PINstimation R package
View PINstimation citation profile
Other R packages that PINstimation depends, imports, suggests or enhances
Complete documentation for PINstimation
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

FastGaSP  
Fast and Exact Computation of Gaussian Stochastic Process
Implements fast and exact computation of Gaussian stochastic process with the Matern kernel using fo ...
Download / Learn more Package Citations See dependency  
productplots  
Product Plots for R
Framework for visualising tables of counts, proportions and probabilities. The framework is called ...
Download / Learn more Package Citations See dependency  
box  
Write Reusable, Composable and Modular R Code
A modern module system for R. Organise code into hierarchical, composable, reusable modules, and us ...
Download / Learn more Package Citations See dependency  
Morpho  
Calculations and Visualisations Related to Geometric Morphometrics
A toolset for Geometric Morphometrics and mesh processing. This includes (among other stuff) mesh d ...
Download / Learn more Package Citations See dependency  
skewt  
The Skewed Student-t Distribution
Density, distribution function, quantile function and random generation for the skewed t distributio ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  

28,083

R Packages

239,283

Dependencies

74,752

Author Associations

28,084

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA