StockDistFit: Fit Stock Price Distributions
The 'StockDistFit' package provides functions for fitting probability distributions to stock price data. The package uses maximum likelihood estimation to find the best-fitting distribution for a given stock. It also offers a function to fit several distributions to one or more assets and compare the distribution with the Akaike Information Criterion (AIC) and then pick the best distribution. References are as follows: Siew et al. (2008) <https://www.jstage.jst.go.jp/article/jappstat/37/1/37_1_1/_pdf/-char/ja> and Benth et al. (2008) <https://books.google.co.ke/books?hl=en&lr=&id=MHNpDQAAQBAJ&oi=fnd&pg=PR7&dq=Stochastic+modeling+of+commodity+prices+using+the+Variance+Gamma+(VG)+model.+&ots=YNIL2QmEYg&sig=XZtGU0lp4oqXHVyPZ-O8x5i7N3w&redir_esc=y#v=onepage&q&f=false>.
| Version: | 1.0.0 |
| Depends: | R (≥ 2.10) |
| Imports: | dplyr, fGarch, fBasics, fitdistrplus, xts, stats, magrittr, zoo, quantmod, utils, ghyp |
| Suggests: | knitr, rmarkdown |
| Published: | 2023-05-09 |
| DOI: | 10.32614/CRAN.package.StockDistFit |
| Author: | Brian Njuguna 
[aut, cre],
Stanely Sayianka [ctb] |
| Maintainer: | Brian Njuguna <briannjuguna133 at gmail.com> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | no |
| Materials: | README |
| CRAN checks: | StockDistFit results |
Documentation:
| Reference manual: | StockDistFit.html , StockDistFit.pdf |
| Vignettes: |
moreDetails (source, R code) |
Downloads:
| Package source: | StockDistFit_1.0.0.tar.gz |
| Windows binaries: | r-devel: StockDistFit_1.0.0.zip, r-release: StockDistFit_1.0.0.zip, r-oldrel: StockDistFit_1.0.0.zip |
| macOS binaries: | r-release (arm64): StockDistFit_1.0.0.tgz, r-oldrel (arm64): StockDistFit_1.0.0.tgz, r-release (x86_64): StockDistFit_1.0.0.tgz, r-oldrel (x86_64): StockDistFit_1.0.0.tgz |
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