cmgnd is an R package designed to analyse univariate data with complex patterns, including asymmetry, multi-modality, leptokurtosis, 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.Â
The R package is available on github.