Probability distributions#
The sktime.distributions
module contains
probability distributions which combine a pandas.DataFrame
-like API
with a scikit-base
compatible object interface.
All distributions in skpro
can be listed using the skpro.registry.all_objects
utility,
using object_types="distribution"
, optionally filtered by tags.
Valid tags can be listed using sktime.registry.all_tags
.
Base#
|
Base probability distribution. |
Parametric distributions#
Continuous support#
|
Chi-Squared distribution (skpro native). |
|
Fisk distribution, aka log-logistic distribution. |
|
Laplace distribution. |
|
Logistic distribution. |
|
Normal distribution (skpro native). |
|
Student's t-distribution (skpro native). |
|
Weibull distribution. |
Integer support#
|
Poisson distribution. |
Non-parametric and empirical distributions#
|
Empirical distribution (skpro native). |
|
Empirical quantile parametrized distribution. |
|
Johnson Quantile-Parameterized Distributions with unbounded mode. |
|
Johnson Quantile-Parameterized Distributions with semi-bounded mode. |
|
Johnson Quantile-Parameterized Distributions with bounded mode. |
Composite distributions#
|
Mixture of distributions. |