R Observatory: Metrics for pinbasic version 1.2.2

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

This package was removed from CRAN on 2022-04-27. Its history is shown below.

Reason: check issues were not corrected in time. length > 1 in && or ||

Details below reflect version 1.2.2, its last release before removal.

pinbasic

1.2.2

Fast and Stable Estimation of the Probability of Informed Trading (PIN)

0packages depend

–downloads / year

–test coverage

–checks pass

Overview

About

Maintained by Andreas Recktenwald8 releasesCRAN page ↗GitHub ↗

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, functions can also be applied to this simpler model structure, if needed. State-of-the-art factorization of the model likelihood function as well as most recent algorithms for generating initial values for optimization routines are implemented. In total, two likelihood factorizations and three methodologies for starting values are included. Furthermore, functions for simulating datasets of daily aggregated buys and sells, calculating confidence intervals for the probability of informed trading and posterior probabilities of trading days' conditions are available.

Install

R (source archive)pak (dev)Ubuntu (r2u)openSUSE (OBS)

url <- "https://cran.r-project.org/src/contrib/Archive/pinbasic/pinbasic_1.2.2.tar.gz"
pkgFile <- "pinbasic_1.2.2.tar.gz"
download.file(url, pkgFile)
install.packages(pkgFile, type = "source", repos = NULL)

This package is no longer on CRAN, so install.packages() cannot fetch it by name. This downloads the last archived source (1.2.2) and builds it locally. Install its dependencies first, and note that building from source needs the usual compiler toolchain.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("anre005/pinbasic")

Development version from anre005/pinbasic. 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-pinbasic

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

# 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-pinbasic

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

Health

CRAN checks

CRAN check results are not tracked yet.

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

8

Dependencies · direct

Documentation

READMEYes · 379 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 71%
Documented parameters: 97%
Return-value docs: 100%
References docs: 44%

Downloads

Releases R versions

Daily download trend is not available in this view yet.

Compare downloads with other packages →

Also on21 r2u15 autocran73 c2d4u

Dependencies

Declared dependencies

10 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.1

Imports (8)

statsfastcluster lubridate ggplot2 reshape2 scalesparallelRcpp

LinkingTo (1)

Rcpp

Suggests (4)

knitr rmarkdown formatRutils

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

–indirect (not tracked)

Nothing depends on this yet.

Code & Tests

People & History

People (1)

Maintainer (1)

Andreas Recktenwald

Author, Maintainer

Authors (1)

Andreas Recktenwald

Author, Maintainer

Package Timeline

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

R
R 4.3.0 released · 2023-04-21
archivedRemoved from CRAN
2022-04-27
check issues were not corrected in time length > 1 in && or ||
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
1.2.2
2018-11-18 · diff ↗
1.2.1
2018-08-19 · diff ↗
R
R 3.5.0 released · 2018-04-23
1.2.0
2017-12-20 · diff ↗
R
R 3.4.0 released · 2017-04-21
1.1.0
2017-03-02 · diff ↗
1.0.1
2017-01-12 · diff ↗
1.0.0
2017-01-09 · diff ↗
0.2.0
2016-12-02 · diff ↗
0.1.0
2016-10-25

Show 1 earlier events

R
R 3.3.0 released · 2016-05-03

Package metadata

Total releases: 8
License: GPL-3 | file LICENSE OSI
Minimum R: ≥ 3.1
Bundled data: 3.1 KB / 4 files
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("pinbasic")

Format

Recktenwald, A. (n.d.). pinbasic: Fast and Stable Estimation of the Probability of Informed Trading (PIN) (Version 1.2.2) [Computer software]. Retrieved August 13, 2026, from https://CRAN.R-project.org/package=pinbasic

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 pinbasic version 1.2.2 [Data set]. HJJB, LLC. Data release v2026-08-11. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-11, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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