[ENH] Skew-Normal Distribution

[Spinachboul]

Reference Issues/PRs

Fixes Issue #510

What does this implement/fix? Explain your changes.

This implementation adds a new Skew-Normal distribution as a probabilistic model in skpro. The inspiration comes from the paper (https://www.ine.pt/revstat/pdf/rs130105.pdf).

The Skew-Normal distribution captures skewness in data, improving the flexibility of predictive distributions. Scipy already implements this as scipy.stats.skewnorm, which is used as a dependency to avoid redundant code.

Key changes include:

• Added SkewNormal class to the probabilistic module with parameter fitting and density evaluation methods.
• Updated the distribution factory to register SkewNormal.
• Extended model selection capabilities for handling skew-normal data.

Does your contribution introduce a new dependency?

No new core dependencies are introduced. scipy is already a core dependency.

[fkiraly]

Thanks, great start!

Some comments:

• please follow the extension template carefully, all __init__ parameters should be written to self, to an attribute of the same name
• properties should not be used for the __init__ parameters, this is due to how the base class get_params etc works
• loc is a reserved attribute and should not be overridden. Another common name is xi, but feel free to choose anything as lon gas it is not loc.
• code formatting tests are failing, please address

[Spinachboul]

@fkiraly
Thanks for the suggestions
I have updated the PR by making changes in the class implementation where I have followed the extension template
But I have used BaseDistribution instead of ScipyAdapter, since that might provide more flexibility in terms of functions and general implementation.
What are your views on that??

[fkiraly]

Thanks!

• I do not see a reason to use the BaseDistribution, the adapter does the same thing with much less code
• kindly ensure code is properly formatted, see https://www.sktime.net/en/stable/developer_guide/coding_standards.html

[fkiraly]

Thanks!

Can you kindly make sure you use the extension template? Please read it carefully. For instance:

• __init__ parameters should be written to self
• the docstring should describe the distribution, see a few other examples in the same folder
• please follow the code formatting guide https://www.sktime.net/en/stable/developer_guide/coding_standards.html