R: Estimation of the Probability of Informed Trading

# Estimation of the Probability of Informed Trading

## Documentation for package ‘PINstimation’ version 0.2.0

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

adjpin | Estimation of adjusted PIN model
aggregate_trades | Classification and aggregation of high-frequency data
classify_trades | Classification and aggregation of high-frequency data
dailytrades | Example of quarterly data
data.series-class | List of dataset objects
dataset-class | Simulated data object
detecting-layers | Layer detection in trade-data
detectlayers_e | Layer detection in trade-data
detectlayers_ecm | Layer detection in trade-data
detectlayers_eg | Layer detection in trade-data
estimate.adjpin-class | AdjPIN estimation results
estimate.mpin-class | MPIN estimation results
estimate.mpin.ecm-class | MPIN estimation results (ECM)
estimate.pin-class | PIN estimation results
estimate.vpin-class | VPIN estimation results
factorizations | Factorizations of the different PIN likelihood functions
fact_adjpin | Factorizations of the different PIN likelihood functions
fact_mpin | Factorizations of the different PIN likelihood functions
fact_pin_e | Factorizations of the different PIN likelihood functions
fact_pin_eho | Factorizations of the different PIN likelihood functions
fact_pin_lk | Factorizations of the different PIN likelihood functions
generatedata_adjpin | Simulation of AdjPIN model data.
generatedata_mpin | Simulation of MPIN model data
getSummary | MPIN estimation results (ECM)
getSummary-method | MPIN estimation results (ECM)
get_posteriors | Posterior probabilities for PIN and MPIN estimates
hfdata | High-frequency trade-data
initials_adjpin | AdjPIN initial parameter sets of Ersan & Ghachem (2022b)
initials_adjpin_cl | AdjPIN initial parameter sets of Cheng and Lai (2021)
initials_adjpin_rnd | AdjPIN random initial sets
initials_mpin | MPIN initial parameter sets of Ersan (2016)
initials_pin_ea | Initial parameter sets of Ersan & Alici (2016)
initials_pin_gwj | Initial parameter set of Gan et al.(2015)
initials_pin_yz | Initial parameter sets of Yan and Zhang (2012)
ivpin | Estimation of Volume-Synchronized PIN model (vpin) and the improved volume-synchronized PIN model (ivpin)
mpin_ecm | MPIN model estimation via an ECM algorithm
mpin_ml | MPIN model estimation via standard ML methods
pin | PIN estimation - custom initial parameter sets
pin_bayes | PIN estimation - Bayesian approach
pin_ea | PIN estimation - initial parameter sets of Ersan & Alici (2016)
pin_gwj | PIN estimation - initial parameter set of Gan et al. (2015)
pin_yz | PIN estimation - initial parameter sets of Yan & Zhang (2012)
selectModel | MPIN estimation results (ECM)
selectModel-method | MPIN estimation results (ECM)
set_display_digits | Package-wide number of digits
show-method | List of dataset objects
show-method | Simulated data object
show-method | AdjPIN estimation results
show-method | MPIN estimation results
show-method | MPIN estimation results (ECM)
show-method | PIN estimation results
show-method | VPIN estimation results
trade_classification | Classification and aggregation of high-frequency data
vpin | Estimation of Volume-Synchronized PIN model (vpin) and the improved volume-synchronized PIN model (ivpin)
vpin_measures | Estimation of Volume-Synchronized PIN model (vpin) and the improved volume-synchronized PIN model (ivpin)