Fit Stock Price Distributions
Overview
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
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'- NOTE13 NOTENow
- NOTE3 OK, 11 NOTE2026-03-10
Documentation
- 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%
- moreDetails HTML
Downloads
Dependencies
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.
Code & Tests
Datasets
People & History
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 1.0.0Latest2023-05-09 · current release
- RR 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")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.
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.