Fit Stock Price Distributions


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Documentation for package ‘StockDistFit’ version 1.0.0

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AAPL Apple Inc. stock prices dataset
AMZN Amazon.com Inc. Stock Prices Dataset
annual_return Compute Annual Returns of a Vector.
asset_loader Load Asset Data.
best_dist Find the best distribution based on AIC values
cauchy_fit Fit Cauchy Distribution to a vector of returns/stock prices.
data.cumret Compute Cumulative Returns of a Vector.
fit_multiple_dist Fits Multiple Probability Distributions to several assets/stock prices.
ged_fit Fit Generalized Error Distribution to a vector of returns/stock prices.
ghd_fit Fit Generalized Hyperbolic Distribution to a vector of returns/stock prices.
GOOG Alphabet Inc Inc. Stock Prices Dataset
hd_fit Fit Hyperbolic distribution to return/stock prices.
monthly_return Compute Monthly Returns of a Vector.
nig_fit Fit Normal Inverse Gaussian (NIG) Distribution to a vector of returns/stock prices.
norm_fit Fit Normal Distribution to a Vector/stock prices.
skew.ged_fit Fit Skewed Generalized Error Distribution to a vector of returns/stock prices.
skew.normal_fit Fit Skew Normal Distribution to a vector of returns/stock prices.
skew.t_fit Fit Skewed Student-t Distribution to a vector of returns/stock prices.
sym.ghd_fit Fit Symmetric Generalized Hyperbolic Distribution to returns/stock prices.
sym.hd_fit Fit a Symmetric Hyperbolic Distribution to a vector of return/stock prices.
sym.vg_fit Fit Symmetric Variance Gamma Distribution to a vector of returns/stock prices.
TSLA Tesla Inc. Stock Prices Dataset
t_fit Fit Student's t Distribution to a vector of returns/stock prices.
vg_fit Fit Variance Gamma Distribution to a vector of return/stock prices.
weekly_return Compute Weekly Returns of a Vector.