Hello. I need to compare empirical data and the corresponding theoretical data, generated from the Variance-Gamma distribution.
'a' - empirical data; 'VG_sim' - theoretical data.
I've tried to do it with the help of chisq.test(), but when I run chisq.test(a,VG_sim), RStudio stops reacting on my commands and soon switches off. Maybe it's connected with the extreme length of both vectors: they are 16000 values each.
Could you, please, recommend me any statistical packages or tests (with tutorials), which can help me to understand, whether theoretically generated data are in consistency with the empirical ones or not. Moreover, maybe I've done some mistakes in chisq.test(), and it is possible to run this code successfully if I specify arguments of this function right.