| Name : R-StockDistFit
| |
| Version : 1.0.0
| Vendor : obs://build_opensuse_org/devel:languages:R
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| Release : lp156.2.1
| Date : 2024-07-13 15:39:03
|
| Group : Development/Libraries/Other
| Source RPM : R-StockDistFit-1.0.0-lp156.2.1.src.rpm
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| Size : 1.46 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Fit Stock Price Distributions
|
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>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.6/x86_64 |
