cmgnd

Constrained Mixture of Generalized Normal Distribution

https://github.com/pierdutt/cmgnd

Science Score: 39.0%

This score indicates how likely this project is to be science-related based on various indicators:

  • CITATION.cff file
  • codemeta.json file
    Found codemeta.json file
  • .zenodo.json file
    Found .zenodo.json file
  • DOI references
    Found 7 DOI reference(s) in README
  • Academic publication links
  • Academic email domains
  • Institutional organization owner
  • JOSS paper metadata
  • Scientific vocabulary similarity
    Low similarity (13.3%) to scientific vocabulary
Last synced: 10 months ago · JSON representation

Repository

Constrained Mixture of Generalized Normal Distribution

Basic Info
  • Host: GitHub
  • Owner: pierdutt
  • License: gpl-3.0
  • Language: R
  • Default Branch: master
  • Homepage:
  • Size: 223 KB
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 logo


[![CRAN status](https://www.r-pkg.org/badges/version/cmgnd)](https://CRAN.R-project.org/package=cmgnd) [![Lifecycle: experimental](https://img.shields.io/badge/lifecycle-experimental-orange.svg)](https://lifecycle.r-lib.org/articles/stages.html) [![devel version](https://img.shields.io/badge/devel%20version-0.1.1-blue.svg)](https://github.com/pierdutt/cmgnd) [![License: GPL-3](https://img.shields.io/badge/license-GPL--3-forestgreen.svg)](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

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

  • Versions: 1
  • Dependent Packages: 0
  • Dependent Repositories: 0
  • Downloads: 202 Last month
Rankings
Dependent packages count: 25.9%
Dependent repos count: 31.8%
Average: 47.8%
Downloads: 85.6%
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