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API Reference

This section provides comprehensive documentation for all DRN classes, functions, and modules. The API documentation is automatically generated from the source code docstrings, similar to R package documentation.

Overview

The DRN package is organized into several key modules:

  • Models - Core distributional regression models (GLM, DRN, CANN, MDN, DDR)
  • Distributions - Custom distribution implementations and utilities
  • Training - Training functions, loss functions, and optimization utilities
  • Metrics - Evaluation metrics for distributional forecasting
  • Interpretability - Model explanation and visualization tools
  • Utilities - Data preprocessing, splitting, and helper functions

Quick Reference

Core Classes

Class Purpose Key Methods
BaseModel Abstract base for all models .fit(), .predict(), .quantiles()
GLM Generalized Linear Models .fit(), .predict(), .clone()
DRN Distributional Refinement Network .fit(), .predict(), .log_adjustments()

Key Functions

Function Purpose Module
train() Train models with PyTorch drn.train
drn_loss() DRN loss function drn.models
crps() Continuous Ranked Probability Score drn.metrics
split_and_preprocess() Data preprocessing drn.utils