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:Brian Njuguna [aut, cre], Stanely Sayianka [ctb]

StockDistFit_1.0.0.tar.gz
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StockDistFit_1.0.0.tgz(r-4.4-any)StockDistFit_1.0.0.tgz(r-4.3-any)
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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'))

Peer review:

Bug tracker:https://github.com/wagathu/stockdistfit/issues

Datasets:
  • AAPL - Apple Inc. stock prices dataset
  • AMZN - Amazon.com Inc. Stock Prices Dataset
  • GOOG - Alphabet Inc Inc. Stock Prices Dataset
  • TSLA - Tesla Inc. Stock Prices Dataset

On CRAN:

3.70 score 9 scripts 191 downloads 21 exports 41 dependencies

Last updated 2 years agofrom:6604200205. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 17 2024
R-4.5-winOKNov 17 2024
R-4.5-linuxOKNov 17 2024
R-4.4-winOKNov 17 2024
R-4.4-macOKNov 17 2024
R-4.3-winOKNov 17 2024
R-4.3-macOKNov 17 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

moreDetails

Rendered frommoreDetails.Rmdusingknitr::rmarkdownon Nov 17 2024.

Last update: 2023-05-06
Started: 2023-05-06

Readme and manuals

Help Manual

Help pageTopics
Apple Inc. stock prices datasetAAPL
Amazon.com Inc. Stock Prices DatasetAMZN
Compute Annual Returns of a Vector.annual_return
Load Asset Data.asset_loader
Find the best distribution based on AIC valuesbest_dist
Fit Cauchy Distribution to a vector of returns/stock prices.cauchy_fit
Compute Cumulative Returns of a Vector.data.cumret
Fits Multiple Probability Distributions to several assets/stock prices.fit_multiple_dist
Fit Generalized Error Distribution to a vector of returns/stock prices.ged_fit
Fit Generalized Hyperbolic Distribution to a vector of returns/stock prices.ghd_fit
Alphabet Inc Inc. Stock Prices DatasetGOOG
Fit Hyperbolic distribution to return/stock prices.hd_fit
Compute Monthly Returns of a Vector.monthly_return
Fit Normal Inverse Gaussian (NIG) Distribution to a vector of returns/stock prices.nig_fit
Fit Normal Distribution to a Vector/stock prices.norm_fit
Fit Skewed Generalized Error Distribution to a vector of returns/stock prices.skew.ged_fit
Fit Skew Normal Distribution to a vector of returns/stock prices.skew.normal_fit
Fit Skewed Student-t Distribution to a vector of returns/stock prices.skew.t_fit
Fit Symmetric Generalized Hyperbolic Distribution to returns/stock prices.sym.ghd_fit
Fit a Symmetric Hyperbolic Distribution to a vector of return/stock prices.sym.hd_fit
Fit Symmetric Variance Gamma Distribution to a vector of returns/stock prices.sym.vg_fit
Fit Student's t Distribution to a vector of returns/stock prices.t_fit
Tesla Inc. Stock Prices DatasetTSLA
Fit Variance Gamma Distribution to a vector of return/stock prices.vg_fit
Compute Weekly Returns of a Vector.weekly_return