
    Dear R Users,
  Suppose comparing two non-normal distributions is our interest. Like  distribution of financial time series, they are negative skewed with  fat tail. Which test can better help and in which pachage? ( For  example in goodness-of-fit)  Kolmogorov-Smirnov test has its own  incompatibility. Are there for example Anderson-Darling or Kuiper  statistics in R?
  I'm grateful to any reply.
  Amir
  
  
 		
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