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[DOC] extension template for probability distributions #23

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fkiraly opened this issue Aug 23, 2023 · 0 comments · Fixed by #265
Closed

[DOC] extension template for probability distributions #23

fkiraly opened this issue Aug 23, 2023 · 0 comments · Fixed by #265
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documentation Documentation & tutorials module:probability&simulation probability distributions and simulators

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@fkiraly
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fkiraly commented Aug 23, 2023 •
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We should write an extension template for probability distributions - possibly we may like to do this after some of the improvements in #21
which will change the extender contract slightly.

This should look similar to the sktime extension templates:
https://github.com/sktime/sktime/tree/main/extension_templates

From @Alex-JG3 in #21, it is important to highlight the interplay between the tags (what is exact/approximate?) and the option to not implement certain methods: There are four cases:

  • method must be implemented, or one out of k methods must be implemented
  • method need not be implemented as there is a default, but can be, to replace a less accuate or less efficient default

combined with:

  • method results in numerically exact return
  • method return is approximate
@fkiraly fkiraly added module:probability&simulation probability distributions and simulators documentation Documentation & tutorials labels Aug 23, 2023
@fkiraly fkiraly mentioned this issue Aug 23, 2023
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@fkiraly fkiraly mentioned this issue Apr 23, 2024
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fkiraly added a commit that referenced this issue Apr 23, 2024
@fkiraly
[ENH] probability distributions - boilerplate refactor (#265)
af1ce8e 
Towards #251.

This PR refactors the probability distributions, inheriting from
`BaseDistribution`:

* adds a boilerplate layer dealing with input coercion, formatting,
indices
* extension points move from public to private under boilerplate, e.g.,
to `_pdf` from `pdf`
* an extension template is added, detailing the extension contract,
fixes #23
* distributions are now polymorphic - if all parameters are scalar, and
no index is given, behaves as a scalar. Otherwise behaves as a 2D array
distribution, as before.

Also refactors all distributions with "non-complex" signature, and also
with exception of QPD (which is subject to multiple other PRs)
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[ENH] probability distributions - boilerplate refactor sktime/skpro
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