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  1. PINstimation Public

    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 (…

    R 38 7

  2. skellam Public

    R package for statistical modeling with the Skellam distribution, supporting inference, random sampling, and regression for differences of independent Poisson counts.

    R