R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
PINstimation
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", "0.1.2")
Attach the package and use:
library("PINstimation")
Maintained by
Montasser Ghachem
[Scholar Profile | Author Map]
[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 0.1.2, https://cran.r-project.org/web/packages/PINstimation. Accessed 22 Dec. 2024.
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
Functions, R codes and Examples using
the PINstimation R package
Some associated functions: PINstimation-package . adjpin . aggregate_trades . dailytrades . data.series-class . dataset-class . detecting-layers . estimate.adjpin-class . estimate.mpin-class . estimate.mpin.ecm-class . estimate.pin-class . estimate.vpin-class . factorizations . generatedata_adjpin . generatedata_mpin . get_posteriors . hfdata . initials_adjpin . initials_adjpin_cl . initials_adjpin_rnd . initials_mpin . initials_pin_ea . initials_pin_gwj . initials_pin_yz . mpin_ecm . mpin_ml . pin . pin_bayes . pin_ea . pin_gwj . pin_yz . set_display_digits . vpin .
Some associated R codes: PINstimation.R . args_defaultvalues.R . args_validation.R . data_aggregation.R . data_simulation.R . datasets.R . model_adjpin.R . model_factorizations.R . model_mpin.R . model_mpin.ecm.R . model_mpin.layers.R . model_pin.R . model_vpin.R . output_classes.R . utilities_functions.R . utilities_messages.R . zzz.R . Full PINstimation package functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by
helping add
Reviews / comments / questions /suggestions ↴↴↴
Today's Hot Picks in Authors and Packages
LOGANTree
Enables researchers to model log-file data from computer-based assessments using machine-learning te ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Qi Qin (view profile)
wordspace
An interactive laboratory for research on distributional semantic models ('DSM', see < ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Stephanie Evert (view profile)
quickcode
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
tropAlgebra
It includes functions like tropical addition, tropical multiplication for vectors and matrices. In t ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Muhammad Kashif Hanif (view profile)
dmlalg
Implementation of double machine learning (DML) algorithms in R,
based on Emmenegger and Buehlmann ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Corinne Emmenegger (view profile)
elect
Functions to compute state-specific and marginal life expectancies. The computation is based on a fi ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Ardo van den Hout (view profile)