Package: StockDistFit 1.0.0
StockDistFit: A Package for Fitting 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.
Authors:
StockDistFit_1.0.0.tar.gz
StockDistFit_1.0.0.zip(r-4.5)StockDistFit_1.0.0.zip(r-4.4)StockDistFit_1.0.0.zip(r-4.3)
StockDistFit_1.0.0.tgz(r-4.4-any)StockDistFit_1.0.0.tgz(r-4.3-any)
StockDistFit_1.0.0.tar.gz(r-4.5-noble)StockDistFit_1.0.0.tar.gz(r-4.4-noble)
StockDistFit_1.0.0.tgz(r-4.4-emscripten)StockDistFit_1.0.0.tgz(r-4.3-emscripten)
StockDistFit.pdf |StockDistFit.html✨
StockDistFit/json (API)
| # Install 'StockDistFit' in R: |
| install.packages('StockDistFit', repos = c('https://wagathu.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/wagathu/stockdistfit/issues
Last updated 2 years agofrom:6604200205. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 18 2024 |
| R-4.5-win | OK | Oct 18 2024 |
| R-4.5-linux | OK | Oct 18 2024 |
| R-4.4-win | OK | Oct 18 2024 |
| R-4.4-mac | OK | Oct 18 2024 |
| R-4.3-win | OK | Oct 18 2024 |
| R-4.3-mac | OK | Oct 18 2024 |
Exports:annual_returnasset_loaderbest_distcauchy_fitdata.cumretfit_multiple_distged_fitghd_fithd_fitmonthly_returnnig_fitnorm_fitskew.ged_fitskew.normal_fitskew.t_fitsym.ghd_fitsym.hd_fitsym.vg_fitt_fitvg_fitweekly_return
Dependencies:clicurlcvardplyrfansifastICAfBasicsfGarchfitdistrplusgbutilsgenericsghypgluegssjsonlitelatticelifecyclemagrittrMASSMatrixnumDerivpillarpkgconfigquantmodR6rbibutilsRdpackrlangspatialstabledistsurvivaltibbletidyselecttimeDatetimeSeriesTTRutf8vctrswithrxtszoo
