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The goal of StockDistFit is to provide functions that help in fitting probability distributions to financial data, specifically stock returns and prices. These functions can be used to compare the goodness of fit of different distributions and choose the most appropriate one, which can aid in making investment decisions or modeling financial phenomena. The package also includes function for cumulative wealth generated over time, given the initial wealth. Overall, StockDistFit aims to simplify the process of fitting and analyzing probability distributions for financial data.
You can install the development version of StockDistFit from GitHub with:
# install.packages("devtools")
devtools::install_github("njuguna-brian/StockDistFit")An example is the following
library(StockDistFit)
df <- asset_loader("path/to/data/folder", "AAPL", "Close")
df_returns <- weekly_return(df)
# Fit a normal Distribution to the Closing Price
norm_fit(df_returns)These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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