I am looking for freeware/opensource software (preferably free standing, i.e. not linked to Excel, for example) to fit and automatically identify the most appropriate and also other potentially suitable theoretical distributions (both discrete and continuous) and parameter estimates. This is needed for use with large survey and other data sets for subsequent Monte Carlo simulation applications. It would be great if the software could provide distribution identification analyses in a manner similar to those of JMP (the exploratory software package associated with SAS). My operating system is Windows 7 Pro (64 bit).

If there is a module in R that does automatic distribution fitting and provides parameter estimates for the best fitted distributions I'd very much like to hear about it.

I have so far tried the free CumFreq program, but found it too slow for my purposes. JMP and the other proprietary software is simply too expensive.

Thank you very much for helping me out here...