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: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=StockDistFit to link to this page.
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