Using information for trade initiation, the package computes the probability of informed trading of Easley and O'Hara (1987).
| Version: | 0.8 |
| Suggests: | zoo, xts, highfrequency, TTR, timeDate, quantmod |
| Published: | 2013-05-07 |
| Author: | P. Zagaglia |
| Maintainer: | P. Zagaglia <paolo.zagaglia at gmail.com> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| In views: | Finance |
| CRAN checks: | PIN results |
| Reference manual: | PIN.pdf |
| Package source: | PIN_0.8.tar.gz |
| Windows binaries: | r-devel: PIN_0.8.zip, r-release: PIN_0.8.zip, r-oldrel: PIN_0.8.zip |
| OS X Snow Leopard binaries: | r-release: PIN_0.8.tgz, r-oldrel: PIN_0.8.tgz |
| OS X Mavericks binaries: | r-release: PIN_0.8.tgz |