| 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 |