PIN: Estimates the parameters of a trading-tree model for the computation of the probability of informed trading

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>
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:, r-release:, r-oldrel:
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