Good afternoon. Could you, please, recommend me packages in R (RStudio), which can help to fit complex univariate probability distribution functions to 1 - minute logarithmic returns data? Particularly, I need:
- generalized error distribution (GED);
- normal inverse Gaussian distribution (NIG);
- variance - gamma distribution (VG);
- generalized hyperbolic distribution (GHYP);
- Burr distribution (BURR);
Data array, on which the distribution parameters should be estimated, is rather large and includes about 30000 values.
Moreover, I`d like to know about functions or packages, which can assess, how well the chosen theoretical distribution fits the empirical distribution of data, and which can compare several theoretical probability distribution functions and choose one, that fits the given data best.
Thank you for your help.