Calculates the Probability of Informed Trading (PIN)


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Documentation for package ‘InfoTrad’ version 1.1

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InfoTrad-package Calculates the Probability of Informed Trading (PIN)
EA Ersan and Alici (2016) Cluster analysis with the altered steps.
EHO Likelihood factorization of Easley et. al. (2010) - EHO Factorization
GAN GAN et al.(2015) Clustering based PIN Estimates
InfoTrad Calculates the Probability of Informed Trading (PIN)
LK Likelihood factorization of Lin and Ke (2011) - LK Factorization
YZ Yan and Zhang (2012) Grid-Search based PIN Estimates