R Observatory: Metrics for PINstimation version 0.2.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

PINstimation

0.2.0

Estimation of the Probability of Informed Trading

0packages depend

3.2Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Montasser GhachemFirst published 2022-05-274 releasesCRAN page ↗GitHub ↗

A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992) and Easley et al. (1996); Multilayer PIN (MPIN) in Ersan (2016); Adjusted PIN (AdjPIN) in Duarte and Young (2009); and volume-synchronized PIN (VPIN) in Easley et al. (2011, 2012). Implementations of various estimation methods suggested in the literature are included. Additional compelling features comprise posterior probabilities, an implementation of an expectation-maximization (EM) algorithm, and PIN decomposition into layers, and into bad/good components. Versatile data simulation tools, and trade classification algorithms are among the supplementary utilities. The package provides fast, compact, and precise utilities to tackle the sophisticated, error-prone, and time-consuming estimation procedure of informed trading, and this solely using the raw trade-level data.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("PINstimation", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("monty-se/PINstimation")

Development version from monty-se/PINstimation. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-pinstimation

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-PINstimation

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-PINstimation

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 13.3 min · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

12

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 1,181 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 68%

Downloads

3.2K

CRAN downloads in the past year

Rank #13,346 · ~9/day · ~269/mo

Releases R versions

Daily download trend is not available in this view yet.

19230 days

75790 days

3.2K1 year

Compare downloads with other packages →

Also on157 r2u17 autocran

Repository

GitHub ↗ monty-se/pinstimation

41Stars

7Forks

1Open issues

1Open PRs

5Releases

145Commits

1Contributors

clustering-analysisexpectation-maximisation-algorithmhierarchical-clusteringinformation-asymmetrymarket-microstructuremaximum-likelihood-estimationmixture-distributionspoisson-distribution

License GPL-3.0 · 145 commits · Last activity 2025-12-17 · 0% stars, 30d

Stars over time

2025-05-24 · 382026-07-07 · 41

Repository practices

Upstream repositoryBeta

4 development-tooling and community-health practices detected across 4 families in the upstream repository

Checks run against github.com/monty-se/pinstimation on 2026-08-16.

Continuous integration (1)

GitHub Actions

CRAN release process (1)

cran-comments.md

Lint, format, editor (1)

RStudio project

Governance and community (1)

Funding

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

13 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (12)

Rdpack knitrmethodsskellam nloptr furrr future dplyr rmarkdown coda magrittr tidyr

LinkingTo (0)

none

Suggests (2)

fansi htmltools

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (3)

Maintainer (1)

Montasser Ghachem

Author, Maintainer, Copyright holder

Authors (2)

Montasser Ghachem

Author, Maintainer, Copyright holder

Oguz Ersan

Author

Contributors (1)

Alexandre Borentain

Contributor · added in 0.2.0

Copyright holders (1)

Montasser Ghachem

Author, Maintainer, Copyright holder

Package Timeline

4 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
0.2.0Latest
2025-12-17 · current release · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
0.1.2
2023-03-21 · diff ↗
0.1.1
2022-10-19 · diff ↗
0.1.0
2022-05-27
R
R 4.2.0 released · 2022-04-22

Package metadata

First published: 2022-05-27
Total releases: 4 / 4 yrs
License: GPL (>= 3) OSI
Minimum R: ≥ 3.5.0
Bundled data: 1.0 MB / 2 files
Download size: 2.4 MB
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("PINstimation")

Format

Ghachem, M., Borentain, A., & Ersan, O. (2025). PINstimation: Estimation of the Probability of Informed Trading (Version 0.2.0) [Computer software]. https://doi.org/10.32614/CRAN.package.PINstimation

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for PINstimation version 0.2.0 [Data set]. HJJB, LLC. Data release v2026-08-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

Report a problem with this page →