InfoTrad
Calculates the Probability of Informed Trading (PIN)
Estimates the probability of informed trading (PIN) initially introduced by Easley et. al. (1996) <doi:10.1111/j.1540-6261.1996.tb04074.x> . Contribution of the package is that it uses likelihood factorizations of Easley et. al. (2010) <doi:10.1017/S0022109010000074> (EHO factorization) and Lin and Ke (2011) <doi:10.1016/j.finmar.2011.03.001> (LK factorization). Moreover, the package uses different estimation algorithms. Specifically, the grid-search algorithm proposed by Yan and Zhang (2012) <doi:10.1016/j.jbankfin.2011.08.003> , hierarchical agglomerative clustering approach proposed by Gan et. al. (2015) <doi:10.1080/14697688.2015.1023336> and later extended by Ersan and Alici (2016) <doi:10.1016/j.intfin.2016.04.001> .
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.2 |
rolling source/ R- | InfoTrad_1.2.tar.gz |
11.9 KiB |
1.2 |
rolling linux/noble R-4.5 | InfoTrad_1.2.tar.gz |
47.9 KiB |
1.2 |
rolling linux/jammy R-4.5 | InfoTrad_1.2.tar.gz |
48.1 KiB |
1.2 |
latest source/ R- | InfoTrad_1.2.tar.gz |
11.9 KiB |
1.2 |
latest linux/jammy R-4.5 | InfoTrad_1.2.tar.gz |
48.1 KiB |
1.2 |
latest linux/noble R-4.5 | InfoTrad_1.2.tar.gz |
47.9 KiB |
1.2 |
2026-04-26 source/ R- | InfoTrad_1.2.tar.gz |
11.9 KiB |
1.2 |
2026-04-23 source/ R- | InfoTrad_1.2.tar.gz |
11.9 KiB |
1.2 |
2026-04-09 windows/windows R-4.5 | InfoTrad_1.2.zip |
50.6 KiB |
1.2 |
2025-04-20 source/ R- | InfoTrad_1.2.tar.gz |
11.9 KiB |