Code:
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import std.algorithm;
void main() {
    immutable(int)[] data = [1,1,2,2,2,3,4,4,5,6,6,7,8,9,9,9];
    auto g = group(data);
}
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Compiler output:
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/usr/src/d/phobos/std/algorithm.d(4475): Error: cannot modify struct this._current Tuple!(immutable(int), uint) with immutable members
test.d(4): Error: template instance std.algorithm.group!("a == b", immutable(int)[]) error instantiating
/usr/src/d/phobos/std/algorithm.d(4507): Error: cannot modify struct ret._current Tuple!(immutable(int), uint) with immutable members
/usr/src/d/phobos/std/algorithm.d(4514): Error: template instance std.algorithm.Group!("a == b", immutable(int)[]) error instantiating
test.d(4):        instantiated from here: group!("a == b", immutable(int)[])
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Since the range itself isn't immutable, this code should work.