[ENH] Skew-Normal Distribution

[Spinachboul]

Reference Issues/PRs

Fixes #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.

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

[fkiraly]

kindly diagnose the errors and fix them - it should be possible to spot what is wrong if you look at the logs.

Let us know if you need help.

[Spinachboul]

@fkiraly
Thanks for the review
There was probably an import error, now I think it should work fine
Would request for any feedback if possible!!

[fkiraly]

Great! Looks almost fine.

• shape is a reserved parameter of distributions, so we need to use another parameter name. How about xi, omega, alpha like on wikipedia?
• for the default list of maintainers, do not set the maintainer tag.

[fkiraly]

Fixed this to have it in the release.

[Spinachboul]

@fkiraly
Thanks for the changes! Meanwhile I was also thinking of having changes in the .rst pages :

Currently they appear like this
Maybe if we could update them , have their proper documentation.