Package: pinbasic
Title: Fast and Stable Estimation of the Probability of Informed
        Trading (PIN)
Type: Package
Version: 0.1.0
Authors@R: person("Andreas", "Recktenwald", email = "a.recktenwald@mx.uni-saarland.de",
    role = c("aut", "cre"))
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.
Depends: R (>= 3.1)
Imports: stats, fastcluster, lubridate, ggplot2, reshape2, scales
License: GPL-3 | file LICENSE
LazyData: true
RoxygenNote: 5.0.1
NeedsCompilation: no
Packaged: 2016-10-24 16:21:00 UTC; anre005
Author: Andreas Recktenwald [aut, cre]
Maintainer: Andreas Recktenwald <a.recktenwald@mx.uni-saarland.de>
Repository: CRAN
Date/Publication: 2016-10-25 00:40:59
