InfoTrad-package |
Calculates the Probability of Informed Trading (PIN) |
EA |
Ersan and Alici (2016) Cluster analysis with the altered steps. |
EA_class |
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 |
GAN_class |
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 |
print |
Ersan and Alici (2016) Cluster analysis with the altered steps. |
print.EA_class |
Ersan and Alici (2016) Cluster analysis with the altered steps. |
print.GAN_class |
GAN et al.(2015) Clustering based PIN Estimates |
print.YZ_class |
Yan and Zhang (2012) Grid-Search based PIN Estimates |
YZ |
Yan and Zhang (2012) Grid-Search based PIN Estimates |
YZ_class |
Yan and Zhang (2012) Grid-Search based PIN Estimates |