Other packages > Find by keyword >

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
Previous versions and publish date:
No previous versions
Other packages that cited StockDistFit R package
View StockDistFit citation profile
Other R packages that StockDistFit depends, imports, suggests or enhances
Functions, R codes and Examples using the StockDistFit R package
Full StockDistFit package functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

PCL  
Proximal Causal Learning
We fit causal models using proxies. We implement two stage proximal least squares estimator. E.J. Tc ...
Download / Learn more Package Citations See dependency  
largeList  
Serialization Interface for Large List Objects
Functions to write or append a R list to a file, as well as read, remove, modify elements from it wi ...
Download / Learn more Package Citations See dependency  
MPCI  
Multivariate Process Capability Indices (MPCI)
It performs the followings Multivariate Process Capability Indices: Shahriari et al. (1995) Multivar ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
interplex  
Coercion Methods for Simplicial Complex Data Structures
Computational topology, which enables topological data analysis (TDA), makes pervasive use of abstr ...
Download / Learn more Package Citations See dependency  
DelayedEffect.Design  
Sample Size and Power Calculations using the APPLE, SEPPLE, APPLE+ and SEPPLE+ Methods
Provides sample size and power calculations when the treatment time-lag effect is present and the la ...
Download / Learn more Package Citations See dependency  

22,431

R Packages

191,269

Dependencies

56,139

Author Associations

22,432

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net. Contact Us / Suggestions / Concerns