Description
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>.
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CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | NOTE |
| r-devel-linux-x86_64-fedora-gcc | NOTE |
| r-devel-windows-x86_64 | NOTE |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | NOTE |
| r-release-linux-x86_64 | NOTE |
| r-release-macos-arm64 | NOTE |
| r-release-macos-x86_64 | NOTE |
| r-release-windows-x86_64 | NOTE |
Check details (13 non-OK)
DESCRIPTION meta-information
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’
DESCRIPTION meta-information
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’
DESCRIPTION meta-information
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’
DESCRIPTION meta-information
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’
DESCRIPTION meta-information
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'
DESCRIPTION meta-information
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’
DESCRIPTION meta-information
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’
DESCRIPTION meta-information
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'
DESCRIPTION meta-information
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’
DESCRIPTION meta-information
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’
DESCRIPTION meta-information
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’
DESCRIPTION meta-information
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’
DESCRIPTION meta-information
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'
Check History
NOTE 3 OK · 11 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
DESCRIPTION meta-information
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’
DESCRIPTION meta-information
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’
DESCRIPTION meta-information
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’
DESCRIPTION meta-information
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’
DESCRIPTION meta-information
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’
DESCRIPTION meta-information
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'
DESCRIPTION meta-information
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’
DESCRIPTION meta-information
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’
DESCRIPTION meta-information
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’
DESCRIPTION meta-information
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’
DESCRIPTION meta-information
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'
Dependency Network
Version History
1 trackedR Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN May 9, 2023. Releases before tracking aren’t shown.