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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.0 |
rolling linux/jammy R-4.5 | StockDistFit_1.0.0.tar.gz |
875.5 KiB |
1.0.0 |
rolling linux/noble R-4.5 | StockDistFit_1.0.0.tar.gz |
875.4 KiB |
1.0.0 |
rolling source/ R- | StockDistFit_1.0.0.tar.gz |
1019.1 KiB |
1.0.0 |
latest linux/jammy R-4.5 | StockDistFit_1.0.0.tar.gz |
875.5 KiB |
1.0.0 |
latest linux/noble R-4.5 | StockDistFit_1.0.0.tar.gz |
875.4 KiB |
1.0.0 |
latest source/ R- | StockDistFit_1.0.0.tar.gz |
1019.1 KiB |
1.0.0 |
2026-04-26 source/ R- | StockDistFit_1.0.0.tar.gz |
1019.1 KiB |
1.0.0 |
2026-04-23 source/ R- | StockDistFit_1.0.0.tar.gz |
1019.1 KiB |
1.0.0 |
2026-04-09 windows/windows R-4.5 | StockDistFit_1.0.0.zip |
858.6 KiB |
1.0.0 |
2025-04-20 source/ R- | StockDistFit_1.0.0.tar.gz |
1019.1 KiB |