skpro.distributions.QPD_U#
- class skpro.distributions.QPD_U(alpha: float, qv_low: float, qv_median: float, qv_high: float, version: str | None = 'normal', dist_shape: float | None = 0.0, index=None, columns=None)[source]#
Johnson Quantile-Parameterized Distributions with unbounded mode.
- see https://repositories.lib.utexas.edu/bitstream/handle/2152
/63037/HADLOCK-DISSERTATION-2017.pdf
(Due to the Python keyword, the parameter lambda from this reference is named kappa below). A distribution is parameterized by a symmetric-percentile triplet (SPT).
- Parameters:
- alphafloat
lower quantile of SPT (upper is
1 - alpha
)- qv_lowfloat or array_like[float]
quantile function value of
alpha
- qv_medianfloat or array_like[float]
quantile function value of quantile 0.5
- qv_highfloat or array_like[float]
quantile function value of quantile
1 - alpha
- version: str, optional, default=”normal”
options are
normal
(default) orlogistic
- dist_shape: float, optional, default=0.0
parameter modifying the logistic base distribution via sinh/arcsinh-scaling (only active in sinhlogistic version)
- Attributes:
at
Integer location indexer, for single index.
iat
Integer location indexer, for single index.
iloc
Integer location indexer, for groups of indices.
loc
Location indexer, for groups of indices.
name
Return the name of the object or estimator.
ndim
Number of dimensions of self.
shape
Shape of self, a pair (2-tuple).
Methods
cdf
(x)Cumulative distribution function.
clone
()Obtain a clone of the object with same hyper-parameters.
clone_tags
(estimator[, tag_names])Clone tags from another estimator as dynamic override.
create_test_instance
([parameter_set])Construct Estimator instance if possible.
create_test_instances_and_names
([parameter_set])Create list of all test instances and a list of names for them.
energy
([x])Energy of self, w.r.t.
get_class_tag
(tag_name[, tag_value_default])Get a class tag's value.
Get class tags from the class and all its parent classes.
Get config flags for self.
Get object's parameter defaults.
Get object's parameter names.
get_params
([deep])Get a dict of parameters values for this object.
Return distribution parameters in a dict of DataFrame.
get_tag
(tag_name[, tag_value_default, ...])Get tag value from estimator class and dynamic tag overrides.
get_tags
()Get tags from estimator class and dynamic tag overrides.
get_test_params
([parameter_set])Return testing parameter settings for the estimator.
haz
(x)Hazard function.
Check if the object is composed of other BaseObjects.
log_pdf
(x)Logarithmic probability density function.
log_pmf
(x)Logarithmic probability mass function.
mean
([lower, upper])Return expected value of the distribution.
pdf
(x)Probability density function.
pdfnorm
([a])a-norm of pdf, defaults to 2-norm.
plot
([fun, ax])Plot the distribution.
pmf
(x)Probability mass function.
ppf
(p)Quantile function = percent point function = inverse cdf.
quantile
(alpha)Return entry-wise quantiles, in Proba/pred_quantiles mtype format.
reset
()Reset the object to a clean post-init state.
sample
([n_samples])Sample from the distribution.
set_config
(**config_dict)Set config flags to given values.
set_params
(**params)Set the parameters of this object.
set_random_state
([random_state, deep, ...])Set random_state pseudo-random seed parameters for self.
set_tags
(**tag_dict)Set dynamic tags to given values.
surv
(x)Survival function.
to_df
()Return distribution parameters as a single DataFrame.
to_str
()Return string representation of self.
var
([lower, upper])Return element/entry-wise variance of the distribution.
- property at[source]#
Integer location indexer, for single index.
Use
my_distribution.at[index]
forpandas
-like row/column subsetting ofBaseDistribution
descendants.index
can be anypandas
at
compatible index subsetter.my_distribution.at[index]
ormy_distribution.at[row_index, col_index]
subsetmy_distribution
to the row selected byrow_index
, col bycol_index
, to exactly the same col/rows aspandas
at
would subset rows inmy_distribution.index
and columns inmy_distribution.columns
.
- clone()[source]#
Obtain a clone of the object with same hyper-parameters.
A clone is a different object without shared references, in post-init state. This function is equivalent to returning sklearn.clone of self.
- Raises:
- RuntimeError if the clone is non-conforming, due to faulty
__init__
.
- RuntimeError if the clone is non-conforming, due to faulty
Notes
If successful, equal in value to
type(self)(**self.get_params(deep=False))
.
- clone_tags(estimator, tag_names=None)[source]#
Clone tags from another estimator as dynamic override.
- Parameters:
- estimatorestimator inheriting from :class:BaseEstimator
- tag_namesstr or list of str, default = None
Names of tags to clone. If None then all tags in estimator are used as tag_names.
- Returns:
- Self
Reference to self.
Notes
Changes object state by setting tag values in tag_set from estimator as dynamic tags in self.
- classmethod create_test_instance(parameter_set='default')[source]#
Construct Estimator instance if possible.
- Parameters:
- parameter_setstr, default=”default”
Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.
- Returns:
- instanceinstance of the class with default parameters
Notes
get_test_params can return dict or list of dict. This function takes first or single dict that get_test_params returns, and constructs the object with that.
- classmethod create_test_instances_and_names(parameter_set='default')[source]#
Create list of all test instances and a list of names for them.
- Parameters:
- parameter_setstr, default=”default”
Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.
- Returns:
- objslist of instances of cls
i-th instance is cls(**cls.get_test_params()[i])
- nameslist of str, same length as objs
i-th element is name of i-th instance of obj in tests convention is {cls.__name__}-{i} if more than one instance otherwise {cls.__name__}
- energy(x=None)[source]#
Energy of self, w.r.t. self or a constant frame x.
Let \(X, Y\) be i.i.d. random variables with the distribution of
self
.If
x
isNone
, returns \(\mathbb{E}[|X-Y|]\) (per row), “self-energy”. Ifx
is passed, returns \(\mathbb{E}[|X-x|]\) (per row), “energy wrt x”.The CRPS is related to energy: it holds that \(\mbox{CRPS}(\mbox{self}, y)\) = self.energy(y) - 0.5 * self.energy().
- Parameters:
- xNone or pd.DataFrame, optional, default=None
if
pd.DataFrame
, must have same rows and columns asself
- Returns:
pd.DataFrame
with same rows asself
, single column"energy"
each row contains one float, self-energy/energy as described above.
- classmethod get_class_tag(tag_name, tag_value_default=None)[source]#
Get a class tag’s value.
Does not return information from dynamic tags (set via set_tags or clone_tags) that are defined on instances.
- Parameters:
- tag_namestr
Name of tag value.
- tag_value_defaultany
Default/fallback value if tag is not found.
- Returns:
- tag_value
Value of the tag_name tag in self. If not found, returns tag_value_default.
- classmethod get_class_tags()[source]#
Get class tags from the class and all its parent classes.
Retrieves tag: value pairs from _tags class attribute. Does not return information from dynamic tags (set via set_tags or clone_tags) that are defined on instances.
- Returns:
- collected_tagsdict
Dictionary of class tag name: tag value pairs. Collected from _tags class attribute via nested inheritance.
- get_config()[source]#
Get config flags for self.
- Returns:
- config_dictdict
Dictionary of config name : config value pairs. Collected from _config class attribute via nested inheritance and then any overrides and new tags from _onfig_dynamic object attribute.
- classmethod get_param_defaults()[source]#
Get object’s parameter defaults.
- Returns:
- default_dict: dict[str, Any]
Keys are all parameters of cls that have a default defined in __init__ values are the defaults, as defined in __init__.
- classmethod get_param_names()[source]#
Get object’s parameter names.
- Returns:
- param_names: list[str]
Alphabetically sorted list of parameter names of cls.
- get_params(deep=True)[source]#
Get a dict of parameters values for this object.
- Parameters:
- deepbool, default=True
Whether to return parameters of components.
If True, will return a dict of parameter name : value for this object, including parameters of components (= BaseObject-valued parameters).
If False, will return a dict of parameter name : value for this object, but not include parameters of components.
- Returns:
- paramsdict with str-valued keys
Dictionary of parameters, paramname : paramvalue keys-value pairs include:
always: all parameters of this object, as via get_param_names values are parameter value for that key, of this object values are always identical to values passed at construction
if deep=True, also contains keys/value pairs of component parameters parameters of components are indexed as [componentname]__[paramname] all parameters of componentname appear as paramname with its value
if deep=True, also contains arbitrary levels of component recursion, e.g., [componentname]__[componentcomponentname]__[paramname], etc
- get_params_df()[source]#
Return distribution parameters in a dict of DataFrame.
Available only for simple parametric distributions, i.e., distributions with tag “distr:paramtype” having value “parametric”.
- Returns:
- dict of pd.DataFrame
Dictionary with all distribution parameters, as
pd.DataFrame
. Keys are the parameter names, values are thepd.DataFrame
. EachDataFrame
has the same index asself
and columns asself
. Entries are the values of the distribution parameters.
- get_tag(tag_name, tag_value_default=None, raise_error=True)[source]#
Get tag value from estimator class and dynamic tag overrides.
- Parameters:
- tag_namestr
Name of tag to be retrieved
- tag_value_defaultany type, optional; default=None
Default/fallback value if tag is not found
- raise_errorbool
whether a ValueError is raised when the tag is not found
- Returns:
- tag_valueAny
Value of the tag_name tag in self. If not found, returns an error if raise_error is True, otherwise it returns tag_value_default.
- Raises:
- ValueError if raise_error is True i.e. if tag_name is not in
- self.get_tags().keys()
- get_tags()[source]#
Get tags from estimator class and dynamic tag overrides.
- Returns:
- collected_tagsdict
Dictionary of tag name : tag value pairs. Collected from _tags class attribute via nested inheritance and then any overrides and new tags from _tags_dynamic object attribute.
- haz(x)[source]#
Hazard function.
Let \(X\) be a random variables with the distribution of
self
, taking values in(N, n)
DataFrame
-s Let \(x\in \mathbb{R}^{N\times n}\). By \(h_{X_{ij}}\), denote the marginal hazard of \(X\) at the \((i,j)\)-th entry, i.e., \(h_{X_{ij}}(t) = \frac{f_{X_{ij}}(t)}{S_{X_{ij}}(t)}\), where \(f_{X_{ij}}\) is the marginal pdf, and \(S_{X_{ij}}\) is the marginal survival function at the \((i,j)\)-th entry.The output of this method, for input
x
representing \(x\), is aDataFrame
with same columns and indices asself
, and entries \(h_{X_{ij}}(x_{ij})\).- Parameters:
- x
pandas.DataFrame
or 2Dnp.ndarray
representing \(x\), as above
- x
- Returns:
pd.DataFrame
with same columns and index asself
containing \(h_{X_{ij}}(x_{ij})\), as above
- property iat[source]#
Integer location indexer, for single index.
Use
my_distribution.iat[index]
forpandas
-like row/column subsetting ofBaseDistribution
descendants.index
can be anypandas
iat
compatible index subsetter.my_distribution.iat[index]
ormy_distribution.iat[row_index, col_index]
subsetmy_distribution
to the row selected byrow_index
, col bycol_index
, to exactly the same col/rows aspandas
iat
would subset rows inmy_distribution.index
and columns inmy_distribution.columns
.
- property iloc[source]#
Integer location indexer, for groups of indices.
Use
my_distribution.iloc[index]
forpandas
-like row/column subsetting ofBaseDistribution
descendants.index
can be anypandas
iloc
compatible index subsetter.my_distribution.iloc[index]
ormy_distribution.iloc[row_index, col_index]
subsetmy_distribution
to rows selected byrow_index
, cols bycol_index
, to exactly the same cols/rows aspandas
iloc
would subset rows inmy_distribution.index
and columns inmy_distribution.columns
.
- is_composite()[source]#
Check if the object is composed of other BaseObjects.
A composite object is an object which contains objects, as parameters. Called on an instance, since this may differ by instance.
- Returns:
- composite: bool
Whether an object has any parameters whose values are BaseObjects.
- property loc[source]#
Location indexer, for groups of indices.
Use
my_distribution.loc[index]
forpandas
-like row/column subsetting ofBaseDistribution
descendants.index
can be anypandas
iloc
compatible index subsetter.my_distribution.loc[index]
ormy_distribution.loc[row_index, col_index]
subsetmy_distribution
to rows selected byrow_index
, cols bycol_index
, to exactly the same cols/rows aspandas
loc
would subset rows inmy_distribution.index
and columns inmy_distribution.columns
.
- log_pdf(x)[source]#
Logarithmic probability density function.
Numerically more stable than calling pdf and then taking logartihms.
Let \(X\) be a random variables with the distribution of
self
, taking values in (N, n)DataFrame
-s Let \(x\in \mathbb{R}^{N\times n}\). By \(p_{X_{ij}}\), denote the marginal pdf of \(X\) at the \((i,j)\)-th entry.The output of this method, for input
x
representing \(x\), is aDataFrame
with same columns and indices asself
, and entries \(\log p_{X_{ij}}(x_{ij})\).If
self
has a mixed or discrete distribution, this returns the weighted continuous part of self’s distribution instead of the pdf, i.e., the marginal pdf integrate to the weight of the continuous part.- Parameters:
- x
pandas.DataFrame
or 2Dnp.ndarray
representing \(x\), as above
- x
- Returns:
pd.DataFrame
with same columns and index asself
containing \(\log p_{X_{ij}}(x_{ij})\), as above
- log_pmf(x)[source]#
Logarithmic probability mass function.
Numerically more stable than calling pmf and then taking logartihms.
Let \(X\) be a random variables with the distribution of
self
, taking values in (N, n)DataFrame
-s Let \(x\in \mathbb{R}^{N\times n}\). By \(m_{X_{ij}}\), denote the marginal pdf of \(X\) at the \((i,j)\)-th entry, i.e., \(m_{X_{ij}}(x_{ij}) = \mathbb{P}(X_{ij} = x_{ij})\).The output of this method, for input
x
representing \(x\), is aDataFrame
with same columns and indices asself
, and entries \(\log m_{X_{ij}}(x_{ij})\).If
self
has a mixed or discrete distribution, this returns the weighted continuous part of self’s distribution instead of the pdf, i.e., the marginal pdf integrate to the weight of the continuous part.- Parameters:
- x
pandas.DataFrame
or 2Dnp.ndarray
representing \(x\), as above
- x
- Returns:
pd.DataFrame
with same columns and index asself
containing \(\log m_{X_{ij}}(x_{ij})\), as above
- pdfnorm(a=2)[source]#
a-norm of pdf, defaults to 2-norm.
computes a-norm of the entry marginal pdf, i.e., \(\mathbb{E}[p_X(X)^{a-1}] = \int p(x)^a dx\), where \(X\) is a random variable distributed according to the entry marginal of self, and \(p_X\) is its pdf
- Parameters:
- a: int or float, optional, default=2
- Returns:
- pd.DataFrame with same rows and columns as self
- each entry is \(\mathbb{E}[p_X(X)^{a-1}] = \int p(x)^a dx\), see above
- plot(fun='pdf', ax=None, **kwargs)[source]#
Plot the distribution.
Different distribution defining functions can be selected for plotting via the
fun
parameter. The functions available are the same as the methods of the distribution class, e.g.,"pdf"
,"cdf"
,"ppf"
.For array distribution, the marginal distribution at each entry is plotted, as a separate subplot.
- Parameters:
- funstr, optional, default=”pdf”
the function to plot, one of “pdf”, “cdf”, “ppf”
- axmatplotlib Axes object, optional
matplotlib Axes to plot in if not provided, defaults to current axes (
plot.gca
)- kwargskeyword arguments
passed to the plotting function
- Returns:
- figmatplotlib.Figure, only returned if self is array distribution
matplotlig Figure object for subplots
- axmatplotlib.Axes
the axis or axes on which the plot is drawn
- pmf(x)[source]#
Probability mass function.
Let \(X\) be a random variables with the distribution of
self
, taking values in(N, n)
DataFrame
-s Let \(x\in \mathbb{R}^{N\times n}\). By \(m_{X_{ij}}\), denote the marginal mass of \(X\) at the \((i,j)\)-th entry, i.e., \(m_{X_{ij}}(x_{ij}) = \mathbb{P}(X_{ij} = x_{ij})\).The output of this method, for input
x
representing \(x\), is aDataFrame
with same columns and indices asself
, and entries \(m_{X_{ij}}(x_{ij})\).If
self
has a mixed or discrete distribution, this returns the weighted continuous part of self’s distribution instead of the pdf, i.e., the marginal pdf integrate to the weight of the continuous part.- Parameters:
- x
pandas.DataFrame
or 2Dnp.ndarray
representing \(x\), as above
- x
- Returns:
pd.DataFrame
with same columns and index asself
containing \(p_{X_{ij}}(x_{ij})\), as above
- quantile(alpha)[source]#
Return entry-wise quantiles, in Proba/pred_quantiles mtype format.
This method broadcasts as follows: for a scalar alpha, computes the alpha-quantile entry-wise, and returns as a pd.DataFrame with same index, and columns as in return. If alpha is iterable, multiple quantiles will be calculated, and the result will be concatenated column-wise (axis=1).
The ppf method also computes quantiles, but broadcasts differently, in numpy style closer to tensorflow. In contrast, this quantile method broadcasts as
sktime
forecaster predict_quantiles, i.e., columns first.- Parameters:
- alphafloat or list of float of unique values
A probability or list of, at which quantiles are computed.
- Returns:
- quantilespd.DataFrame
Column has multi-index: first level is variable name from self.columns, second level being the values of alpha passed to the function. Row index is self.index. Entries in the i-th row, (j, p)-the column is the p-th quantile of the marginal of self at index (i, j).
- reset()[source]#
Reset the object to a clean post-init state.
Using reset, runs __init__ with current values of hyper-parameters (result of get_params). This Removes any object attributes, except:
hyper-parameters = arguments of __init__
object attributes containing double-underscores, i.e., the string “__”
Class and object methods, and class attributes are also unaffected.
- Returns:
- self
Instance of class reset to a clean post-init state but retaining the current hyper-parameter values.
Notes
Equivalent to sklearn.clone but overwrites self. After self.reset() call, self is equal in value to type(self)(**self.get_params(deep=False))
- sample(n_samples=None)[source]#
Sample from the distribution.
- Parameters:
- n_samplesint, optional, default = None
- Returns:
- if n_samples is None:
- returns a sample that contains a single sample from self,
- in pd.DataFrame mtype format convention, with index and columns as self
- if n_samples is int:
- returns a pd.DataFrame that contains n_samples i.i.d. samples from self,
- in pd-multiindex mtype format convention, with same columns as self,
- and MultiIndex that is product of RangeIndex(n_samples) and self.index
- set_config(**config_dict)[source]#
Set config flags to given values.
- Parameters:
- config_dictdict
Dictionary of config name : config value pairs.
- Returns:
- selfreference to self.
Notes
Changes object state, copies configs in config_dict to self._config_dynamic.
- set_params(**params)[source]#
Set the parameters of this object.
The method works on simple estimators as well as on composite objects. Parameter key strings
<component>__<parameter>
can be used for composites, i.e., objects that contain other objects, to access<parameter>
in the component<component>
. The string<parameter>
, without<component>__
, can also be used if this makes the reference unambiguous, e.g., there are no two parameters of components with the name<parameter>
.- Parameters:
- **paramsdict
BaseObject parameters, keys must be
<component>__<parameter>
strings. __ suffixes can alias full strings, if unique among get_params keys.
- Returns:
- selfreference to self (after parameters have been set)
- set_random_state(random_state=None, deep=True, self_policy='copy')[source]#
Set random_state pseudo-random seed parameters for self.
Finds
random_state
named parameters viaestimator.get_params
, and sets them to integers derived fromrandom_state
viaset_params
. These integers are sampled from chain hashing viasample_dependent_seed
, and guarantee pseudo-random independence of seeded random generators.Applies to
random_state
parameters inestimator
depending onself_policy
, and remaining component estimators if and only ifdeep=True
.Note: calls
set_params
even ifself
does not have arandom_state
, or none of the components have arandom_state
parameter. Therefore,set_random_state
will reset anyscikit-base
estimator, even those without arandom_state
parameter.- Parameters:
- random_stateint, RandomState instance or None, default=None
Pseudo-random number generator to control the generation of the random integers. Pass int for reproducible output across multiple function calls.
- deepbool, default=True
Whether to set the random state in sub-estimators. If False, will set only
self
’srandom_state
parameter, if exists. If True, will setrandom_state
parameters in sub-estimators as well.- self_policystr, one of {“copy”, “keep”, “new”}, default=”copy”
“copy” :
estimator.random_state
is set to inputrandom_state
“keep” :
estimator.random_state
is kept as is“new” :
estimator.random_state
is set to a new random state,
derived from input
random_state
, and in general different from it
- Returns:
- selfreference to self
- set_tags(**tag_dict)[source]#
Set dynamic tags to given values.
- Parameters:
- **tag_dictdict
Dictionary of tag name: tag value pairs.
- Returns:
- Self
Reference to self.
Notes
Changes object state by setting tag values in tag_dict as dynamic tags in self.
- surv(x)[source]#
Survival function.
Let \(X\) be a random variables with the distribution of
self
, taking values in(N, n)
DataFrame
-s Let \(x\in \mathbb{R}^{N\times n}\). By \(S_{X_{ij}}\), denote the marginal survival of \(X\) at the \((i,j)\)-th entry, i.e., \(S_{X_{ij}}(t) = \mathbb{P}(X_{ij} \gneq t)\).The output of this method, for input
x
representing \(x\), is aDataFrame
with same columns and indices asself
, and entries \(F_{X_{ij}}(x_{ij})\).- Parameters:
- x
pandas.DataFrame
or 2Dnp.ndarray
representing \(x\), as above
- x
- Returns:
pd.DataFrame
with same columns and index asself
containing \(S_{X_{ij}}(x_{ij})\), as above
- to_df()[source]#
Return distribution parameters as a single DataFrame.
Available only for simple parametric distributions, i.e., distributions with tag “distr:paramtype” having value “parametric”.
- Returns:
- pd.DataFrame
DataFrame with all distribution parameters. column is a MultiIndex (paramname, varname). row index is the index of the distribution. Entries are the values of the distribution parameters.
- mean(lower=0.0, upper=inf)[source]#
Return expected value of the distribution.
- Returns:
- pd.DataFrame with same rows, columns as self
- expected value of distribution (entry-wise)
- var(lower=0.0, upper=inf)[source]#
Return element/entry-wise variance of the distribution.
- Returns:
- pd.DataFrame with same rows, columns as self
- variance of distribution (entry-wise)