You can install the development version of cmgnd fromGitHub with:
# install.packages("devtools")devtools::install_github("pierdutt/cmgnd")cmgnd is an R package designed to analyse univariatedata with complex patterns, including asymmetry, multi-modality, andheavy tails. The package implements the univariate constrained mixtureof generalized normal distributions (cmgnd) model, allowing parameterconstraints to be applied globally or to specific subpartitions ofmixture components, thereby reducing model complexity and improvingestimation performance.
References
Duttilo, P. (2024). Modelling financial returns with mixtures ofgeneralized 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 estimationin finite mixture of generalized normal distributions, ComputationalStatistics, pp. 1-28,10.1007/s00180-025-01638-x
Duttilo, P., Gattone, S.A., and Kume A. (2025). Constrained mixturesof generalized normal distributions, pp. 1-34,arXiv:2506.03285