Dist

Probabilistic time series forecasting via Natural Gradient Boosting for Probabilistic Prediction.

Resul Akay

ngboostForecast

Probabilistic Time Series Forecasting

Dist function

<dl><dt>dist</dt>
<dd>NGBoost distributions. One of the following:<ul>
<li>Bernoulli</li>
<li>k_categorical</li>
<li>StudentT</li>
<li>Poisson</li>
<li>Laplace</li>
<li>Cauchy</li>
<li>Exponential</li>
<li>LogNormal</li>
<li>MultivariateNormal</li>
<li>Normal</li>
</ul></dd>
<dt>k</dt>
<dd>Used only with k_categorical and MultivariateNormal</dd></dl>

Arguments

NGBoost distributions — Dist

<dl>

<dt>dist</dt>
<dd>NGBoost distributions. One of the following:<ul>
<li>Bernoulli</li>
<li>k_categorical</li>
<li>StudentT</li>
<li>Poisson</li>
<li>Laplace</li>
<li>Cauchy</li>
<li>Exponential</li>
<li>LogNormal</li>
<li>MultivariateNormal</li>
<li>Normal</li>
</ul></dd>


<dt>k</dt>
<dd>Used only with k_categorical and MultivariateNormal</dd>

</dl>

Dist: NGBoost distributions

Description

Usage

Value

Arguments