Kolmogorow-Smirnow-Test to check if Data comes from Subbotin distribution

You have to problems:

a) You need the cumulative distribution function, hence I suggest to 
look at package "normalp" which offers function pnormp() (as well as 
dnormp and other related functions that might be of interest)
b) The KS test won't have much power given you are estimating the 
parameters of your distribution from the data.

Best wishes,
Uwe Ligges

Hi, 
I have a Data Set x and I want to check with a Kolmogorow-Smirnow-Test, if x comes from a Subbotin Distribution, whose density function is:

function(x,location,scale,tail) # Exponential power (=Subbotin)
{
  const<- 2*scale*tail^(1/tail) *gamma(1+1/tail)
  z<- (x-location)/scale
  exp(-1/tail*abs(z)^tail)/const
}

How can i do this? Thank you
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