DESCRIPTION

Package: bayespin
Type: Package
Title: An R package for Bayesian estimation of the probability of informed 
  trading
Version: 1.0
Date: 2021-08-04
Author: Lars Simon Zehnder
Maintainer: Lars Simon Zehnder <simon.zehnder@neway.ai>
Description: An R package for Bayesian estimation of the probability of informed 
  trading from a finite mixture distribution. The original model by Easley et 
  al. (1996) can be converted into a compressed model that is a finite mixture 
  distribution as has been shown by Grammig et al. (1996). This package 
  implements the Bayesian estimation of the compressed model together with the 
  traditional approaches using maximum likelihood. The package uses C++ code 
  and performs a single estimation in around 4-5 seconds. 
License: GPL (>= 3)
SystemRequirements: C++11
Encoding: UTF-8
Roxygen: list(markdown = TRUE)
Depends: finmix, dfoptim
Imports: Rcpp (>= 1.0.6), finmix
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 7.1.1
Remotes: simonsays1980/finmix