StockDistFit: Fit 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. References are as follows: Siew et al. (2008) <> and Benth et al. (2008) <>.

Version: 1.0.0
Depends: R (≥ 2.10)
Imports: dplyr, fGarch, fBasics, fitdistrplus, xts, stats, magrittr, zoo, quantmod, utils, ghyp
Suggests: knitr, rmarkdown
Published: 2023-05-09
DOI: 10.32614/CRAN.package.StockDistFit
Author: Brian Njuguna ORCID iD [aut, cre], Stanely Sayianka [ctb]
Maintainer: Brian Njuguna <briannjuguna133 at>
License: GPL (≥ 3)
NeedsCompilation: no
Materials: README
CRAN checks: StockDistFit results


Reference manual: StockDistFit.pdf
Vignettes: moreDetails


Package source: StockDistFit_1.0.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): StockDistFit_1.0.0.tgz, r-oldrel (arm64): StockDistFit_1.0.0.tgz, r-release (x86_64): StockDistFit_1.0.0.tgz, r-oldrel (x86_64): StockDistFit_1.0.0.tgz


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