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StockDistFit

1.0.0Package record

Fit Stock Price Distributions

0packages depend
2.5Kdownloads / year
–test coverage
0/13flavors OK

Overview

About

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.

Install

Health

CRAN checks
13NOTE
Check messages
NOTEDESCRIPTION meta-informationr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-windows-x86_64, r-oldrel-macos-arm64, r-oldrel-macos-x86_64, r-oldrel-windows-x86_64, r-patched-linux-x86_64, r-release-linux-x86_64, r-release-macos-arm64, r-release-macos-x86_64, r-release-windows-x86_64

r-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-oldrel-macos-arm64, r-oldrel-macos-x86_64, r-patched-linux-x86_64, r-release-linux-x86_64, r-release-macos-arm64, r-release-macos-x86_64

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    ‘Functions.R’

r-devel-windows-x86_64, r-oldrel-windows-x86_64, r-release-windows-x86_64

Missing dependency on R >= 4.1.0 because package code uses the pipe
  |> or function shorthand \(...) syntax added in R 4.1.0.
  File(s) using such syntax:
    'Functions.R'

CRAN check page ↗

Slowest check: 3.2 min · r-oldrel-windows-x86_64
Status changes
  • NOTE13 NOTENow
  • NOTE3 OK, 11 NOTE2026-03-10
Advisories

none known

Documentation

In release 1.0.0
READMEYes · 126 wordsVignettesYes · 1 · staticNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
25
Examples that run
100%25 run in a plain check
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
16%
Vignettes (1)

Downloads

2.5K
CRAN downloads in the past year
Rank #20,239 · ~7/day · ~210/mo
Daily download trend is not available in this view yet.
22930 days
65990 days
2.5K1 year
Compare downloads with other packages →
Also on68 r2u3 autocran

Dependencies

Declared dependencies
11 external dependencies (excludes base and recommended)

Installing StockDistFit adds 35 packages (20 with compiled code, 17 MB of source tarballs). Heaviest: fitdistrplus 2.4 MB, timeSeries 1.4 MB, rbibutils 1.1 MB.

Depends (1)
R >= 2.10
LinkingTo (0)
none
Suggests (2)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (2)
Author, Maintainer since 1.0.0 (2023)
Contributor
Releases (1)
  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • 1.0.0Latest
    2023-05-09 · current release
  • R
    R 4.3.0 released · 2023-04-21

Package metadata

First published
2023-05-09
Total releases
1 / 3 yrs
License
GPL (>= 3) OSI
Minimum R
≥ 2.10
Bundled data
1.0 MB / 9 files
Download size
1.0 MB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("StockDistFit")
Njuguna, B., & Sayianka, S. (2023). StockDistFit: Fit Stock Price Distributions (Version 1.0.0) [Computer software]. https://doi.org/10.32614/CRAN.package.StockDistFit

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for StockDistFit version 1.0.0 [Data set]. HJJB, LLC. Data release v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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