I don't know that there is a single function, but you can perhaps apply a 
sequence of available functions - 

For instance, you can use fitdistr() in library(MASS) to estimate optimal 
parameters for a candidate set of distributions; then look at each fit and also 
compare the deviance among the fits (possibly penalizing distributions which 
require more parameters - for instance, using the Akaike Information 
Criterion(?)). 


----- Original Message ----
From: Gundala Viswanath <[EMAIL PROTECTED]>
To: [EMAIL PROTECTED]
Sent: Sunday, July 6, 2008 4:50:20 PM
Subject: [R] Method for checking automatically which distribtions fits a data

Hi,

Suppose I have a vector of data.
Is there a method in R to help us automatically
suggest which distributions fits to that data
(e.g. normal, gamma, multinomial etc) ?

- Gundala Viswanath
Jakarta - Indonesia

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