[R] Goodness of fit test for estimated distribution

[Christian Hennig]

Hi,

is there any method for goodness of fit testing of an (as general as
possible) univariate distribution with parameters estimated, for normal, 
exponential, gamma distributions, say (e.g. the corrected p-values for 
the Kolmogorov-Smirnov or Chi-squared with corresponding ML estimation
method)? 
It seems that neither ks.test nor chisq.test handle estimated parameters.
I am aware of function goodfit in package vcd, which seems to it for some
discrete distributions.

Thank you for help,
Christian 


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Christian Hennig
Fachbereich Mathematik-SPST/ZMS, Universitaet Hamburg
hennig at math.uni-hamburg.de, http://www.math.uni-hamburg.de/home/hennig/
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