{ "_id": "6a1f2016b401979e734202c3", "Package": "PINstimation", "Type": "Package", "Version": "0.2.0", "Date": "2025-12-16", "Title": "Estimation of the Probability of Informed Trading", "Authors@R": "c(\nperson(\"Montasser\", \"Ghachem\",\nemail = \"montasser.ghachem@pinstimation.com\",\nrole = c(\"aut\", \"cre\", \"cph\"),\ncomment = c(\nORCID = \"0000-0001-6991-3316\"\n)\n),\nperson(\"Oguz\", \"Ersan\",\nemail = \"oguz.ersan@pinstimation.com\",\nrole = \"aut\",\ncomment = c(\nORCID = \"0000-0003-3135-5317\"\n)\n),\nperson(\"Alexandre\", \"Borentain\",\nemail = \"alexandre.borentain@pinstimation.com\",\nrole = \"ctb\",\n)\n)", "Maintainer": "Montasser Ghachem ", "Description": "A comprehensive bundle of utilities for the estimation of\nprobability of informed trading models: original PIN in Easley\nand O'Hara (1992) and Easley et al. (1996); Multilayer PIN\n(MPIN) in Ersan (2016); Adjusted PIN (AdjPIN) in Duarte and\nYoung (2009); and volume-synchronized PIN (VPIN) in Easley et\nal. (2011, 2012). Implementations of various estimation methods\nsuggested in the literature are included. Additional compelling\nfeatures comprise posterior probabilities, an implementation of\nan expectation-maximization (EM) algorithm, and PIN\ndecomposition into layers, and into bad/good components.\nVersatile data simulation tools, and trade classification\nalgorithms are among the supplementary utilities. The package\nprovides fast, compact, and precise utilities to tackle the\nsophisticated, error-prone, and time-consuming estimation\nprocedure of informed trading, and this solely using the raw\ntrade-level data.", "URL": "https://www.pinstimation.com,\nhttps://github.com/monty-se/PINstimation", "BugReports": "https://github.com/monty-se/PINstimation/issues", "License": "GPL (>= 3)", "Encoding": "UTF-8", "LazyData": "true", "LazyDataCompression": "xz", "RoxygenNote": "7.3.2", "Roxygen": "list(markdown = TRUE)", "VignetteBuilder": "knitr", "RdMacros": "Rdpack", "Language": "en-US", "Config/pak/sysreqs": "cmake make libicu-dev libuv1-dev", "Repository": "https://monty-se.r-universe.dev", "Date/Publication": "2025-12-17 17:37:19 UTC", "RemoteUrl": "https://github.com/monty-se/pinstimation", "RemoteRef": "HEAD", "RemoteSha": "ac6a46340d796292c6dfe75789a7656412298dc0", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-16 07:57:12 UTC", "User": "root" }, "Author": "Montasser Ghachem [aut, cre, cph] (ORCID:\n),\nOguz Ersan [aut] (ORCID: ),\nAlexandre Borentain [ctb]", "MD5sum": "fa897426985a3136e3666c304cbcf73b", "_user": "monty-se", "_type": "src", "_file": "PINstimation_0.2.0.tar.gz", "_fileid": "4fe6a5fa0c01d0d620a4ef83fbc50de7727c560a4209096fc43df90f33dea860", "_filesize": 2138125, "_sha256": "4fe6a5fa0c01d0d620a4ef83fbc50de7727c560a4209096fc43df90f33dea860", "_created": "2026-05-16T07:57:12.000Z", "_published": "2026-06-02T18:25:26.527Z", "_distro": "noble", "_jobs": [ { "job": 79142742300, "time": 174, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7031785358" }, { "job": 79142742678, "time": 173, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7031785205" }, { "job": 79142742531, "time": 264, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7031790359" }, { "job": 79142742717, "time": 171, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7031782666" }, { 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"message": "docs(cran): address CRAN notes and reduce check time\n\n- README: replace GNU GPLv3 link with CRAN GPL-3 license page.\n- DESCRIPTION: simplify Authors@R (remove bios, keep ORCID) to avoid Author/Authors@R mismatch NOTE.\n- Examples: mark long-running help-page examples as not run by default and/or reduce example workload (`trade_classification`, `vpin_measures`) to improve CRAN check time.\n- Vignettes: reduce computation to speed up vignette rebuild time (~5.5 minutes).\n- CRAN-comments.md: update notes explaining remaining NOTEs, including spell-check flags for proper names and technical terms.\n", "time": 1765993039 }, "_maintainer": { "name": "Montasser Ghachem", "email": "montasser.ghachem@pinstimation.com", "login": "monty-se", "uuid": 37964692, "orcid": "0000-0001-6991-3316" }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.5.0", "role": "Depends" }, { "package": "Rdpack", "role": "Imports" }, { "package": "knitr", "role": "Imports" }, { 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"uuid": 37964692 } ], "_userbio": { "uuid": 37964692, "type": "user", "name": "Montasser Ghachem", "description": "Researcher in Economics, and Finance, enthusiast for statistics, programming, and writing. Based in Sweden." }, "_downloads": { "count": 248, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/PINstimation" }, "_devurl": "https://github.com/monty-se/pinstimation", "_pkgdown": "https://www.pinstimation.com", "_searchresults": 18, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/NEWS.html", "extra/NEWS.txt", "extra/PINstimation.html", "extra/readme.html", "extra/readme.md", "manual.pdf" ], "_homeurl": "https://github.com/monty-se/pinstimation", "_realowner": "monty-se", "_cranurl": true, "_releases": [ { "version": "0.1.0", "date": "2022-05-27" }, { "version": "0.1.1", "date": "2022-10-19" }, { "version": "0.1.2", "date": "2023-03-21" }, { "version": "0.2.0", "date": "2025-12-17" } ], "_exports": [ "adjpin", "aggregate_trades", "classify_trades", "detectlayers_e", "detectlayers_ecm", "detectlayers_eg", "fact_adjpin", "fact_mpin", "fact_pin_e", "fact_pin_eho", "fact_pin_lk", "generatedata_adjpin", "generatedata_mpin", "get_posteriors", "getSummary", "initials_adjpin", "initials_adjpin_cl", "initials_adjpin_rnd", "initials_mpin", "initials_pin_ea", "initials_pin_gwj", "initials_pin_yz", "ivpin", "mpin_ecm", "mpin_ml", "pin", "pin_bayes", "pin_ea", "pin_gwj", "pin_yz", "selectModel", "set_display_digits", "show", "vpin" ], "_datasets": [ { "name": "dailytrades", "title": "Example of quarterly data", "object": "dailytrades", "class": [ "data.frame" ], "fields": [ "B", "S" ], "rows": 60, "table": true, "tojson": true }, { "name": "hfdata", "title": "High-frequency trade-data", "object": "hfdata", "class": [ "data.frame" ], "fields": [ "timestamp", "price", "volume", "bid", "ask" ], "rows": 100000, "table": true, "tojson": true } ], "_help": [ { "page": "adjpin", "title": "Estimation of adjusted PIN model", "topics": [ "adjpin" ] }, { "page": "dailytrades", "title": "Example of quarterly data", "topics": [ "dailytrades" ] }, { "page": "data.series-class", "title": "List of dataset objects", "topics": [ "data.series-class", "show,data.series-method" ] }, { "page": "dataset-class", "title": "Simulated data object", "topics": [ "dataset-class", "show,dataset-method" ] }, { "page": "detecting-layers", "title": "Layer detection in trade-data", "topics": [ "detecting-layers", "detectlayers_e", "detectlayers_ecm", "detectlayers_eg" ] }, { "page": "estimate.adjpin-class", "title": "AdjPIN estimation results", "topics": [ "estimate.adjpin-class", "show,estimate.adjpin-method" ] }, { "page": "estimate.mpin-class", "title": "MPIN estimation results", "topics": [ "estimate.mpin-class", "show,estimate.mpin-method" ] }, { "page": "estimate.mpin.ecm-class", "title": "MPIN estimation results (ECM)", "topics": [ "estimate.mpin.ecm-class", "getSummary", "getSummary,estimate.mpin.ecm-method", "selectModel", "selectModel,estimate.mpin.ecm-method", "show,estimate.mpin.ecm-method" ] }, { "page": "estimate.pin-class", "title": "PIN estimation results", "topics": [ "estimate.pin-class", "show,estimate.pin-method" ] }, { "page": "estimate.vpin-class", "title": "VPIN estimation results", "topics": [ "estimate.vpin-class", "show,estimate.vpin-method" ] }, { "page": "factorizations", "title": "Factorizations of the different PIN likelihood functions", "topics": [ "factorizations", "fact_adjpin", "fact_mpin", "fact_pin_e", "fact_pin_eho", "fact_pin_lk" ] }, { "page": "generatedata_adjpin", "title": "Simulation of AdjPIN model data.", "topics": [ "generatedata_adjpin" ] }, { "page": "generatedata_mpin", "title": "Simulation of MPIN model data", "topics": [ "generatedata_mpin" ] }, { "page": "get_posteriors", "title": "Posterior probabilities for PIN and MPIN estimates", "topics": [ "get_posteriors" ] }, { "page": "hfdata", "title": "High-frequency trade-data", "topics": [ "hfdata" ] }, { "page": "initials_adjpin", "title": "AdjPIN initial parameter sets of Ersan & Ghachem (2022b)", "topics": [ "initials_adjpin" ] }, { "page": "initials_adjpin_cl", "title": "AdjPIN initial parameter sets of Cheng and Lai (2021)", "topics": [ "initials_adjpin_cl" ] }, { "page": "initials_adjpin_rnd", "title": "AdjPIN random initial sets", "topics": [ "initials_adjpin_rnd" ] }, { "page": "initials_mpin", "title": "MPIN initial parameter sets of Ersan (2016)", "topics": [ "initials_mpin" ] }, { "page": "initials_pin_ea", "title": "Initial parameter sets of Ersan & Alici (2016)", "topics": [ "initials_pin_ea" ] }, { "page": "initials_pin_gwj", "title": "Initial parameter set of Gan et al.(2015)", "topics": [ "initials_pin_gwj" ] }, { "page": "initials_pin_yz", "title": "Initial parameter sets of Yan and Zhang (2012)", "topics": [ "initials_pin_yz" ] }, { "page": "mpin_ecm", "title": "MPIN model estimation via an ECM algorithm", "topics": [ "mpin_ecm" ] }, { "page": "mpin_ml", "title": "MPIN model estimation via standard ML methods", "topics": [ "mpin_ml" ] }, { "page": "pin", "title": "PIN estimation - custom initial parameter sets", "topics": [ "pin" ] }, { "page": "pin_bayes", "title": "PIN estimation - Bayesian approach", "topics": [ "pin_bayes" ] }, { "page": "pin_ea", "title": "PIN estimation - initial parameter sets of Ersan & Alici (2016)", "topics": [ "pin_ea" ] }, { "page": "pin_gwj", "title": "PIN estimation - initial parameter set of Gan et al. 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