  The R-package vsgoftest performs goodness-of-fit (GOF) tests, based on
Shannon entropy and Kullback-Leibler divergence, developed by Vasicek (1976)
and Song (2002), of various classical families of distributions. The
theoretical framework of the so-called Vasicek-Song (VS) tests is summarized
and followed by a detailed description of the different features of the
package. The power and computational time performances of VS tests are studied
through their comparison with other GOF tests. Application to real datasets
illustrates the easy-to-use functionalities of the vsgoftest package.
