gluonts.nursery.spliced_binned_pareto.genpareto module#
- class gluonts.nursery.spliced_binned_pareto.genpareto.GenPareto(xi, beta, validate_args=None)[source]#
Bases:
torch.distributions.distribution.DistributionGeneralised Pareto distribution.
- Parameters
xi – Tensor containing the xi (heaviness) shape parameters
beta – Tensor containing the beta scale parameters
- arg_constraints = {'beta': GreaterThan(lower_bound=0.0), 'xi': GreaterThan(lower_bound=0.0)}#
- cdf(x)[source]#
Returns the cumulative density/mass function evaluated at value.
- Parameters
value (Tensor) –
- icdf(value)[source]#
Returns the inverse cumulative density/mass function evaluated at value.
- Parameters
value (Tensor) –
- log_prob(x)[source]#
Returns the log of the probability density/mass function evaluated at value.
- Parameters
value (Tensor) –
- 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.