gluonts.torch.distributions.affine_transformed module#

class gluonts.torch.distributions.affine_transformed.AffineTransformed(base_distribution: torch.distributions.distribution.Distribution, loc=None, scale=None)[source]#

Bases: torch.distributions.transformed_distribution.TransformedDistribution

Represents the distribution of an affinely transformed random variable.

This is the distribution of Y = scale * X + loc, where X is a random variable distributed according to base_distribution.

Parameters

  • base_distribution – Original distribution

  • loc – Translation parameter of the affine transformation.

  • scale – Scaling parameter of the affine transformation.

property mean#

Returns the mean of the distribution.

property stddev#

Returns the standard deviation of the distribution.

property variance#

Returns the variance of the distribution.