norm_fit: Fit Normal Distribution to a Vector/stock prices.

In StockDistFit: Fit Stock Price Distributions

Fit Normal Distribution to a Vector/stock prices.

Description

This function takes a numeric vector and fits a normal distribution to it using the fitdist function from the fitdistrplus package. It returns a list with the mean and standard deviation parameters of the fitted normal distribution, as well as the AIC and BIC values of the fitted distribution.

Usage

norm_fit(vec)

Arguments

vec	a numeric vector to be fitted with a normal distribution.

Value

A list with the following components:

par

a numeric vector with the estimated mean and standard deviation parameters of the fitted normal distribution.

aic

a numeric value representing the Akaike information criterion (AIC) of the fitted distribution.

bic

a numeric value representing the Bayesian information criterion (BIC) of the fitted distribution.

See Also

t_fit, cauchy_fit, ghd_fit, hd_fit, sym.ghd_fit, sym.hd_fit, vg_fit, sym.vg_fit, nig_fit, ged_fit, skew.t_fit, skew.normal_fit, skew.ged_fit

Examples

# Fit a normal distribution to a vector of returns
stock_prices <- c(10, 11, 12, 13, 14, 17, 18)
returns <- diff(log(stock_prices))
norm_fit(returns)

StockDistFit documentation built on May 31, 2023, 8:59 p.m.