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

BaseDistribution([index, columns])

Base probability distribution.

Parametric distributions

Laplace(mu, scale[, index, columns])	Laplace distribution.
Normal(mu, sigma[, index, columns])	Normal distribution (skpro native).
TDistribution(mu, sigma[, df, index, columns])	Student's t-distribution (sktime native).

Non-parametric and empirical distributions

Empirical(spl[, weights, time_indep, index, ...])

Empirical distribution (skpro native).

Composite distributions

Mixture(distributions[, weights, index, columns])

Mixture of distributions.