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Add crps formulae for parametric distributions #15

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wants to merge 28 commits into from
Closed

Add crps formulae for parametric distributions #15

wants to merge 28 commits into from

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sallen12
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@sallen12 sallen12 commented Mar 1, 2024

Still to do:

  • Several distributions rely on scipy special functions so are not available in numba
  • Some distributions are also not available in torch (e.g. those that use the incomplete beta function)
  • Change argument orders so that they agree with scoringRules
  • Change function names so that they agree with scoringRules
  • Add checks for function inputs (e.g. ensure positive scale parameters)
  • Facilitate optional and default arguments

@sallen12
add floor, minimum and maximum methods to backends
79d4886
@sallen12
add beta and bessel functions to backends
69146c2
@sallen12
add exponential, gamma and possoin distribution functions
30cce31
@sallen12
add preliminary implementations for the exponential, gamma, log-logis…
1c22d8f 
…tic, poisson and uniform distributions
@sallen12
add gamma and factorial functions to backends
a9663e2
@sallen12
add incomplete gamma functions to backends
d3249f5
@sallen12
add crps for the beta distribution
a2ca865
@sallen12
add crps for the laplace distribution
2a9bdde
@sallen12
add crps for the t distribution
d8cb130
@sallen12
add crps for the two-piece exponential distribution
42cad91
@sallen12
add crps for the two-piece normal distribution
e85a471
@sallen12
add crps for the log-laplace distribution
08fdefe
@sallen12
add crps for the gev distribution
84e2994
@sallen12
add crps for the exponentialM distribution
f6c8850
@sallen12
add crps for the gpd distribution
6162b11
@sallen12
add crps for the generalised truncated and censored distributions
1d36112
@sallen12
add crps for the binomial distribution
c101420
@sallen12
add crps for the hypergeometric distribution
0f5df2b
@sallen12
add crps for the negative binomial distribution
5dd1258
@sallen12
add hypergeometric function to backends
76e38e8
@sallen12
add comb function to backends
298995d
@sallen12
add exponential integral function to backends
35808be
@sallen12
add pdf's and cdf's for binomial, hypergeometric, and negative binomi…
dbcb084 
…al distributions
@sallen12
add backend functions to check if an array is positive, negative, or …
ec8a13a 
…equal to zero
@sallen12
raise error for unavailable distributions
7256cf9
@sallen12
fix bugs in parametric crps formulae
798cfe5
@sallen12 sallen12 requested a review from frazane March 1, 2024 14:14
@frazane frazane mentioned this pull request Apr 4, 2024
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separated into individual PRs

@sallen12 sallen12 closed this Sep 10, 2024
@frazane frazane deleted the development branch October 8, 2024 12:11
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