[R-pkgs] New Package: pinbasic - Fast and Stable Estimation of the Probability of Informed Trading (PIN)

Andreas Recktenwald a.recktenwald at mx.uni-saarland.de
Tue Oct 25 13:58:18 CEST 2016

Dear R-Users,

a new package, "pinbasic", is now available on CRAN. According to the 

Utilities for fast and stable estimation of the probability of informed 
trading (PIN) in the model introduced by Easley et al. (2002) 
<DOI:10.1111/1540-6261.00493> are implemented. Since the basic model 
developed  by Easley et al. (1996) 
<DOI:10.1111/j.1540-6261.1996.tb04074.x> is nested in the former due to 
equating the intensity of uninformed buys and sells, functionalities  
can also be applied to this simpler model structure, if needed.

A vignette will be added to the package in near future. However, the 
existing manual pages should be a good starting point.

Development version of the package is available at:


Diplom-Kaufmann Andreas Recktenwald
Statistik & Ökonometrie
Rechts- und Wirtschaftswissenschaftliche Fakultät
Universität des Saarlandes
Campus C3 1, Raum 2.06
66123 Saarbrücken

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