Fit Stock Price Distributions R package StockDistFit version 1.0.0 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>. Software Depends: R (>= 2.10) Imports: dplyr, fGarch, fBasics, fitdistrplus, xts, stats, magrittr, zoo, quantmod, utils, ghyp Suggests: knitr, rmarkdown Brian Njuguna <briannjuguna133@gmail.com> Comprehensive R Archive Network (CRAN) Brian Njuguna [aut, cre] (ORCID: <https://orcid.org/0009-0002-2119-904X>), Stanely Sayianka [ctb] GPL (>= 3) 2023-05-09 application/tgz https://CRAN.R-project.org/package=StockDistFit doi:10.32614/CRAN.package.StockDistFit