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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 ORCID iD [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.pdf
Vignettes: moreDetails

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

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.