Introduction | 1. assest_loader() Function | Usage | Details | Example | weekly_return() Function | monthly_return() Function | annual_return() Function | cumulative_return() Function | Arguments | Examples | norm_fit() Function | Description | Value | t_fit() Function | Return Value | cauchy_fit() Function | ghd_fit() Function | hd_fit() Function | sym.ghd_fit() Function | sym.hd_fit() | vg_fit() Function | sym.vg_fit() Function | nig_fit() Function | ged_fit() Function | skew.t_fit() Function | skew.normal_fit() Function | skew.ged_fit() Funtion | fit_multiple_dist() Function | best_dist() Function
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-4.7-any)StockDistFit_1.0.0.zip(r-4.6-any)StockDistFit_1.0.0.zip(r-4.5-any)
StockDistFit_1.0.0.tgz(r-4.6-any)StockDistFit_1.0.0.tgz(r-4.5-any)
StockDistFit_1.0.0.tar.gz(r-4.7-any)StockDistFit_1.0.0.tar.gz(r-4.6-any)
StockDistFit_1.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
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
Datasets:
Last updated from:6604200205. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 175 | ||
| source / vignettes | OK | 178 | ||
| linux-release | OK | 136 | ||
| macos-release | OK | 210 | ||
| macos-oldrel | OK | 226 | ||
| windows-devel | OK | 106 | ||
| windows-release | OK | 114 | ||
| windows-oldrel | OK | 111 | ||
| wasm-release | OK | 117 |
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:clicurlcvardplyrfastICAfBasicsfGarchfitdistrplusgbutilsgenericsghypgluegssjsonlitelatticelifecyclemagrittrMASSMatrixnumDerivpillarpkgconfigquantmodR6rbibutilsRdpackrlangspatialstabledistsurvivaltibbletidyselecttimeDatetimeSeriesTTRutf8vctrswithrxtszoo
