InfoTrad
Calculates the Probability of Informed Trading (PIN)
Description
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> .
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CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (2 non-OK)
CRAN incoming feasibility
Maintainer: ‘Murat Tinic <tinic@bilkent.edu.tr>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Duygu",
family = "Celik",
role = "aut"),
person(given = "Murat",
family = "Tinic",
role = c("aut", "cre"),
email = "tinic@bilkent.edu.tr"))
as necessary.
Found the following \keyword or \concept entries
which likely give several index terms:
File ‘InfoTrad-package.Rd’:
\keyword{Probability of Informed Trading (PIN), LK [TRUNCATED]
CRAN incoming feasibility
Maintainer: ‘Murat Tinic <tinic@bilkent.edu.tr>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Duygu",
family = "Celik",
role = "aut"),
person(given = "Murat",
family = "Tinic",
role = c("aut", "cre"),
email = "tinic@bilkent.edu.tr"))
as necessary.
Found the following \keyword or \concept entries
which likely give several index terms:
File ‘InfoTrad-package.Rd’:
\keyword{Probability of Informed Trading (PIN), LK [TRUNCATED]
Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
CRAN incoming feasibility
Maintainer: ‘Murat Tinic <tinic@bilkent.edu.tr>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Duygu",
family = "Celik",
role = "aut"),
person(g
...[truncated]...
email = "tinic@bilkent.edu.tr"))
as necessary.
Found the following \keyword or \concept entries
which likely give several index terms:
File ‘InfoTrad-package.Rd’:
\keyword{Probability of Informed Trading (PIN), LK [TRUNCATED]
CRAN incoming feasibility
Maintainer: ‘Murat Tinic <tinic@bilkent.edu.tr>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Duygu",
family = "Celik",
role = "aut"),
person(g
...[truncated]...
email = "tinic@bilkent.edu.tr"))
as necessary.
Found the following \keyword or \concept entries
which likely give several index terms:
File ‘InfoTrad-package.Rd’:
\keyword{Probability of Informed Trading (PIN), LK [TRUNCATED]