README.md

In cmgnd: Constrained Mixture of Generalized Normal Distributions

cmgnd

Installation

You can install the development version of cmgnd from GitHub with:

# install.packages("devtools")
devtools::install_github("pierdutt/cmgnd")

**cmgnd** is an R package designed to analyse univariate data with complex patterns, including asymmetry, multi-modality, and heavy tails. The package implements the univariate constrained mixture of generalized normal distributions (cmgnd) model, allowing parameter constraints to be applied globally or to specific subpartitions of mixture components, thereby reducing model complexity and improving estimation performance.

References

Duttilo, P. (2024). Modelling financial returns with mixtures of generalized normal distributions. PhD Thesis, University “G. d’Annunzio” of Chieti-Pescara, pp. 1-166, arXiv:2411.11847

Duttilo, P. and Gattone, S.A. (2025). Enhancing parameter estimation in finite mixture of generalized normal distributions, Computational Statistics, pp. 1-28, 10.1007/s00180-025-01638-x

Duttilo, P., Gattone, S.A., and Kume A. (2025). Constrained mixtures of generalized normal distributions, pp. 1-34, arXiv:2506.03285

cmgnd documentation built on Aug. 8, 2025, 6:34 p.m.