[R] combining two distributions

[Alaios]

Hi all,I am having some heavy tailed data and I am trying to think of the more appropriate package for the fitting.The canonical try should be something like exponential and pareto or exponential + gamma (or gamma + gamma with different shape parameters). I am trying to have one distribution that is "classical" thin tailed one and another one which is more like a power law or close (pareto,gamma,weibull, log-normal).
Do you have any recommendation with which packages I can start on and if the functions you have in mind they can also provide information like AIC or BIC so to help me choose the best combinations?
I would like to thank you in advance for your help
RegardsAlex
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