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

[Andreas Recktenwald]

Dear R-Users,

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


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:

https://github.com/anre005/pinbasic

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