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StockDistFit  

Fit Stock Price Distributions
View on CRAN: Click here


Download and install StockDistFit package within the R console
Install from CRAN:
install.packages("StockDistFit")

Install from Github:
library("remotes")
install_github("cran/StockDistFit")

Install by package version:
library("remotes")
install_version("StockDistFit", "1.0.0")



Attach the package and use:
library("StockDistFit")
Maintained by
Brian Njuguna
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-05-09
Latest Update: 2023-05-09
Description:
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>.
How to cite:
Brian Njuguna (2023). StockDistFit: Fit Stock Price Distributions. R package version 1.0.0, https://cran.r-project.org/web/packages/StockDistFit. Accessed 09 Mar. 2026.
Previous versions and publish date:
No previous versions
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Complete documentation for StockDistFit
Functions, R codes and Examples using the StockDistFit R package
Full StockDistFit package functions and examples
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