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StockDistFit
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]
[Scholar Profile | Author Map]
All associated links for this package
10.32614/CRAN.package.StockDistFit . StockDistFit results . StockDistFit.pdf . StockDistFit_1.0.0.tar.gz . StockDistFit_1.0.0.zip . StockDistFit_1.0.0.zip . StockDistFit_1.0.0.zip . StockDistFit_1.0.0.tgz . StockDistFit_1.0.0.tgz . StockDistFit_1.0.0.tgz . StockDistFit_1.0.0.tgz . https://CRAN.R-project.org/package=StockDistFit .
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 02 May. 2025.
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