Skip to content
#

expectation-maximisation-algorithm

Star

Here is 1 public repository matching this topic...

Language: R
Filter by language
All 3 Jupyter Notebook 1 Python 1 R 1

monty-se / PINstimation

Star 40

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 (2016); Adjusted PIN (AdjPIN) in Duarte and Young (2009); and volume-synchronized PIN (VPIN) in Easley et al. (2011, 2012). Implementations of various …

poisson-distribution hierarchical-clustering maximum-likelihood-estimation market-microstructure expectation-maximisation-algorithm clustering-analysis mixture-distributions information-asymmetry
  • Updated Oct 22, 2024
  • R

Improve this page

Add a description, image, and links to the expectation-maximisation-algorithm topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the expectation-maximisation-algorithm topic, visit your repo's landing page and select "manage topics."

Learn more