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Get started7 months ago
Overview | Installation | Note to frequent users | Usage examples | Example 1: Estimate the PIN model | Example 2: Estimate the Multilayer PIN model | Example 3: Estimate the Adjusted PIN model | Example 4: Estimate the Volume-adjusted PIN model | Example 5: Estimate the AdjPIN model using aggregated high-frequency data | Getting help
Parallel Processing7 months ago
Overview | Parallel processing with PINstimation | Option 1: Number of cores used | Option 2: Threshold of initial parameter sets | Illustrative Example | Sequential processing | Parallel processing | number of sets below the threshold | Parallel processing | number of sets above the threshold | Getting help
Sample datasets7 months ago
Overview | Sample datasets for the PIN model | Sample datasets for the MPIN model | Sample datasets for the ADJPIN model | Getting help
The Skellam Distribution1 years ago
Overview | Theoretical Background | Small Poisson Parameters | Setting Parameters | Simulating the Distributions | Density Comparison | Quantile Comparison | Large Poisson Parameters | Updating Parameters | Conclusion | Getting help