Science Score: 39.0%
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○CITATION.cff file
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✓.zenodo.json file
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✓DOI references
Found 7 DOI reference(s) in README -
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○Scientific vocabulary similarity
Low similarity (13.3%) to scientific vocabulary
Last synced: 10 months ago
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Repository
Constrained Mixture of Generalized Normal Distribution
Basic Info
Statistics
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0
- Releases: 0
Created almost 2 years ago
· Last pushed 11 months ago
Metadata Files
Readme
License
README.Rmd
---
output: github_document
---
```{r, include = FALSE}
knitr::opts_chunk$set(
collapse = TRUE,
comment = "#>",
fig.path = "man/figures/README-",
out.width = "100%"
)
```
# cmgnd
[](https://CRAN.R-project.org/package=cmgnd) [](https://lifecycle.r-lib.org/articles/stages.html) [](https://github.com/pierdutt/cmgnd) [](https://cran.r-project.org/web/licenses/GPL-3)
## Installation
You can install the development version of cmgnd from [GitHub](https://github.com/) with:
``` r
# 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](https://doi.org/10.48550/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](https://doi.org/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](https://doi.org/10.48550/arXiv.2506.03285)
Owner
- Name: Pierdomenico Duttilo
- Login: pierdutt
- Kind: user
- Location: Padova, Italy
- Company: University of Padova
- Repositories: 1
- Profile: https://github.com/pierdutt
Postdoctoral Research Fellow at Department of Statistical Sciences
GitHub Events
Total
- Push event: 61
Last Year
- Push event: 61
Packages
- Total packages: 1
-
Total downloads:
- cran 202 last-month
- Total dependent packages: 0
- Total dependent repositories: 0
- Total versions: 1
- Total maintainers: 1
cran.r-project.org: cmgnd
Constrained Mixture of Generalized Normal Distributions
- Homepage: https://github.com/pierdutt/cmgnd
- Documentation: http://cran.r-project.org/web/packages/cmgnd/cmgnd.pdf
- License: GPL (≥ 3)
-
Latest release: 0.1.1
published 11 months ago
Rankings
Dependent packages count: 25.9%
Dependent repos count: 31.8%
Average: 47.8%
Downloads: 85.6%
Maintainers (1)
Last synced:
10 months ago
Dependencies
.github/workflows/R-CMD-check.yaml
actions
- actions/checkout v4 composite
- r-lib/actions/check-r-package v2 composite
- r-lib/actions/setup-pandoc v2 composite
- r-lib/actions/setup-r v2 composite
- r-lib/actions/setup-r-dependencies v2 composite
DESCRIPTION
cran
- R >= 4.0.0 depends
- RcppAlgos * imports
- ggplot2 * imports
- gnorm * imports
- lubridate * imports
- purrr * imports
- stats * imports
- utils * imports