Index

A

AffineFlow (class in cde.density_estimator.normalizing_flows)

ArmaJump (class in cde.density_simulation)

B

BaseConditionalDensitySimulation (class in cde.density_simulation)

BaseDensityEstimator (class in cde.density_estimator)

C

can_sample (cde.density_simulation.GaussianMixture attribute) cde.density_estimator (module), [1], [2], [3], [4], [5], [6] cde.density_estimator.normalizing_flows (module), [1], [2], [3] cde.density_simulation (module), [1], [2], [3], [4], [5], [6] cdf() (cde.density_estimator.ConditionalKernelDensityEstimation method) (cde.density_estimator.KernelMixtureNetwork method) (cde.density_estimator.MixtureDensityNetwork method) (cde.density_estimator.NormalizingFlowEstimator method) (cde.density_simulation.ArmaJump method) (cde.density_simulation.BaseConditionalDensitySimulation method) (cde.density_simulation.EconDensity method) (cde.density_simulation.GaussianMixture method) (cde.density_simulation.JumpDiffusionModel method) (cde.density_simulation.LinearGaussian method) (cde.density_simulation.SkewNormal method) conditional_value_at_risk() (cde.density_estimator.BaseDensityEstimator method) (cde.density_estimator.ConditionalKernelDensityEstimation method) (cde.density_estimator.KernelMixtureNetwork method) (cde.density_estimator.LSConditionalDensityEstimation method) (cde.density_estimator.MixtureDensityNetwork method) (cde.density_estimator.NeighborKernelDensityEstimation method) (cde.density_estimator.NormalizingFlowEstimator method) (cde.density_simulation.BaseConditionalDensitySimulation method) (cde.density_simulation.EconDensity method) (cde.density_simulation.GaussianMixture method) (cde.density_simulation.JumpDiffusionModel method) (cde.density_simulation.LinearGaussian method) (cde.density_simulation.SkewNormal method)

ConditionalKernelDensityEstimation (class in cde.density_estimator) covariance() (cde.density_estimator.BaseDensityEstimator method) (cde.density_estimator.ConditionalKernelDensityEstimation method) (cde.density_estimator.KernelMixtureNetwork method) (cde.density_estimator.LSConditionalDensityEstimation method) (cde.density_estimator.MixtureDensityNetwork method) (cde.density_estimator.NeighborKernelDensityEstimation method) (cde.density_estimator.NormalizingFlowEstimator method) (cde.density_simulation.ArmaJump method) (cde.density_simulation.BaseConditionalDensitySimulation method) (cde.density_simulation.EconDensity method) (cde.density_simulation.GaussianMixture method) (cde.density_simulation.JumpDiffusionModel method) (cde.density_simulation.LinearGaussian method) (cde.density_simulation.SkewNormal method) covariances_y (cde.density_simulation.GaussianMixture attribute)

D

dtype (cde.density_estimator.normalizing_flows.AffineFlow attribute) (cde.density_estimator.normalizing_flows.IdentityFlow attribute) (cde.density_estimator.normalizing_flows.InvertedPlanarFlow attribute) (cde.density_estimator.normalizing_flows.InvertedRadialFlow attribute)

E

EconDensity (class in cde.density_simulation) eval_by_cv() (cde.density_estimator.BaseDensityEstimator method) (cde.density_estimator.ConditionalKernelDensityEstimation method) (cde.density_estimator.KernelMixtureNetwork method) (cde.density_estimator.LSConditionalDensityEstimation method) (cde.density_estimator.MixtureDensityNetwork method) (cde.density_estimator.NeighborKernelDensityEstimation method) (cde.density_estimator.NormalizingFlowEstimator method)

event_ndims (cde.density_estimator.normalizing_flows.AffineFlow attribute) (cde.density_estimator.normalizing_flows.IdentityFlow attribute) (cde.density_estimator.normalizing_flows.InvertedPlanarFlow attribute) (cde.density_estimator.normalizing_flows.InvertedRadialFlow attribute)

F

fit() (cde.density_estimator.BaseDensityEstimator method) (cde.density_estimator.ConditionalKernelDensityEstimation method) (cde.density_estimator.KernelMixtureNetwork method) (cde.density_estimator.LSConditionalDensityEstimation method) (cde.density_estimator.MixtureDensityNetwork method) (cde.density_estimator.NeighborKernelDensityEstimation method) (cde.density_estimator.NormalizingFlowEstimator method) fit_by_cv() (cde.density_estimator.BaseDensityEstimator method) (cde.density_estimator.ConditionalKernelDensityEstimation method) (cde.density_estimator.KernelMixtureNetwork method) (cde.density_estimator.LSConditionalDensityEstimation method) (cde.density_estimator.MixtureDensityNetwork method) (cde.density_estimator.NeighborKernelDensityEstimation method) (cde.density_estimator.NormalizingFlowEstimator method) forward() (cde.density_estimator.normalizing_flows.AffineFlow method) (cde.density_estimator.normalizing_flows.IdentityFlow method) (cde.density_estimator.normalizing_flows.InvertedPlanarFlow method) (cde.density_estimator.normalizing_flows.InvertedRadialFlow method)

forward_event_shape() (cde.density_estimator.normalizing_flows.AffineFlow method) (cde.density_estimator.normalizing_flows.IdentityFlow method) (cde.density_estimator.normalizing_flows.InvertedPlanarFlow method) (cde.density_estimator.normalizing_flows.InvertedRadialFlow method) forward_event_shape_tensor() (cde.density_estimator.normalizing_flows.AffineFlow method) (cde.density_estimator.normalizing_flows.IdentityFlow method) (cde.density_estimator.normalizing_flows.InvertedPlanarFlow method) (cde.density_estimator.normalizing_flows.InvertedRadialFlow method) forward_log_det_jacobian() (cde.density_estimator.normalizing_flows.AffineFlow method) (cde.density_estimator.normalizing_flows.IdentityFlow method) (cde.density_estimator.normalizing_flows.InvertedPlanarFlow method) (cde.density_estimator.normalizing_flows.InvertedRadialFlow method)

G

gamma_L (cde.density_simulation.JumpDiffusionModel attribute) GaussianMixture (class in cde.density_simulation) get_configuration() (cde.density_estimator.BaseDensityEstimator method) (cde.density_estimator.ConditionalKernelDensityEstimation method) (cde.density_estimator.KernelMixtureNetwork method) (cde.density_estimator.LSConditionalDensityEstimation method) (cde.density_estimator.MixtureDensityNetwork method) (cde.density_estimator.NeighborKernelDensityEstimation method) (cde.density_estimator.NormalizingFlowEstimator method) get_param_size() (cde.density_estimator.normalizing_flows.AffineFlow static method) (cde.density_estimator.normalizing_flows.IdentityFlow static method) (cde.density_estimator.normalizing_flows.InvertedPlanarFlow static method) (cde.density_estimator.normalizing_flows.InvertedRadialFlow static method) get_params() (cde.density_estimator.ConditionalKernelDensityEstimation method) (cde.density_estimator.KernelMixtureNetwork method) (cde.density_estimator.LSConditionalDensityEstimation method) (cde.density_estimator.MixtureDensityNetwork method) (cde.density_estimator.NeighborKernelDensityEstimation method) (cde.density_estimator.NormalizingFlowEstimator method) (cde.density_simulation.EconDensity method) (cde.density_simulation.GaussianMixture method) (cde.density_simulation.JumpDiffusionModel method) (cde.density_simulation.LinearGaussian method) (cde.density_simulation.SkewNormal method)

get_params_internal() (cde.density_estimator.KernelMixtureNetwork method) (cde.density_estimator.MixtureDensityNetwork method) (cde.density_estimator.NormalizingFlowEstimator method) graph_parents (cde.density_estimator.normalizing_flows.AffineFlow attribute) (cde.density_estimator.normalizing_flows.IdentityFlow attribute) (cde.density_estimator.normalizing_flows.InvertedPlanarFlow attribute) (cde.density_estimator.normalizing_flows.InvertedRadialFlow attribute)

I

IdentityFlow (class in cde.density_estimator.normalizing_flows) inverse() (cde.density_estimator.normalizing_flows.AffineFlow method) (cde.density_estimator.normalizing_flows.IdentityFlow method) (cde.density_estimator.normalizing_flows.InvertedPlanarFlow method) (cde.density_estimator.normalizing_flows.InvertedRadialFlow method) inverse_event_shape() (cde.density_estimator.normalizing_flows.AffineFlow method) (cde.density_estimator.normalizing_flows.IdentityFlow method) (cde.density_estimator.normalizing_flows.InvertedPlanarFlow method) (cde.density_estimator.normalizing_flows.InvertedRadialFlow method) inverse_event_shape_tensor() (cde.density_estimator.normalizing_flows.AffineFlow method) (cde.density_estimator.normalizing_flows.IdentityFlow method) (cde.density_estimator.normalizing_flows.InvertedPlanarFlow method) (cde.density_estimator.normalizing_flows.InvertedRadialFlow method)

inverse_log_det_jacobian() (cde.density_estimator.normalizing_flows.AffineFlow method) (cde.density_estimator.normalizing_flows.IdentityFlow method) (cde.density_estimator.normalizing_flows.InvertedPlanarFlow method) (cde.density_estimator.normalizing_flows.InvertedRadialFlow method) InvertedPlanarFlow (class in cde.density_estimator.normalizing_flows) InvertedRadialFlow (class in cde.density_estimator.normalizing_flows) is_constant_jacobian (cde.density_estimator.normalizing_flows.AffineFlow attribute) (cde.density_estimator.normalizing_flows.IdentityFlow attribute) (cde.density_estimator.normalizing_flows.InvertedPlanarFlow attribute) (cde.density_estimator.normalizing_flows.InvertedRadialFlow attribute)

J

joint_pdf() (cde.density_simulation.GaussianMixture method)

JumpDiffusionModel (class in cde.density_simulation)

K

KernelMixtureNetwork (class in cde.density_estimator) kurtosis() (cde.density_estimator.BaseDensityEstimator method) (cde.density_estimator.ConditionalKernelDensityEstimation method) (cde.density_estimator.KernelMixtureNetwork method) (cde.density_estimator.LSConditionalDensityEstimation method) (cde.density_estimator.MixtureDensityNetwork method) (cde.density_estimator.NeighborKernelDensityEstimation method) (cde.density_estimator.NormalizingFlowEstimator method) (cde.density_simulation.BaseConditionalDensitySimulation method) (cde.density_simulation.EconDensity method) (cde.density_simulation.GaussianMixture method) (cde.density_simulation.JumpDiffusionModel method) (cde.density_simulation.LinearGaussian method) (cde.density_simulation.SkewNormal method)

L

LinearGaussian (class in cde.density_simulation) log_pdf() (cde.density_estimator.BaseDensityEstimator method) (cde.density_estimator.ConditionalKernelDensityEstimation method) (cde.density_estimator.KernelMixtureNetwork method) (cde.density_estimator.LSConditionalDensityEstimation method) (cde.density_estimator.MixtureDensityNetwork method) (cde.density_estimator.NeighborKernelDensityEstimation method) (cde.density_estimator.NormalizingFlowEstimator method) (cde.density_simulation.BaseConditionalDensitySimulation method) (cde.density_simulation.EconDensity method) (cde.density_simulation.GaussianMixture method) (cde.density_simulation.JumpDiffusionModel method) (cde.density_simulation.LinearGaussian method) (cde.density_simulation.SkewNormal method)

loo_likelihood() (cde.density_estimator.NeighborKernelDensityEstimation method) LSConditionalDensityEstimation (class in cde.density_estimator)

M

mean_() (cde.density_estimator.BaseDensityEstimator method) (cde.density_estimator.ConditionalKernelDensityEstimation method) (cde.density_estimator.KernelMixtureNetwork method) (cde.density_estimator.LSConditionalDensityEstimation method) (cde.density_estimator.MixtureDensityNetwork method) (cde.density_estimator.NeighborKernelDensityEstimation method) (cde.density_estimator.NormalizingFlowEstimator method) (cde.density_simulation.ArmaJump method) (cde.density_simulation.BaseConditionalDensitySimulation method) (cde.density_simulation.EconDensity method) (cde.density_simulation.GaussianMixture method) (cde.density_simulation.JumpDiffusionModel method) (cde.density_simulation.LinearGaussian method) (cde.density_simulation.SkewNormal method)

mean_std() (cde.density_estimator.BaseDensityEstimator method) (cde.density_estimator.ConditionalKernelDensityEstimation method) (cde.density_estimator.KernelMixtureNetwork method) (cde.density_estimator.LSConditionalDensityEstimation method) (cde.density_estimator.MixtureDensityNetwork method) (cde.density_estimator.NeighborKernelDensityEstimation method) (cde.density_estimator.NormalizingFlowEstimator method) means (cde.density_simulation.GaussianMixture attribute) MixtureDensityNetwork (class in cde.density_estimator)

N

name (cde.density_estimator.normalizing_flows.AffineFlow attribute) (cde.density_estimator.normalizing_flows.IdentityFlow attribute) (cde.density_estimator.normalizing_flows.InvertedPlanarFlow attribute) (cde.density_estimator.normalizing_flows.InvertedRadialFlow attribute)

NeighborKernelDensityEstimation (class in cde.density_estimator) NormalizingFlowEstimator (class in cde.density_estimator)

P

pdf() (cde.density_estimator.BaseDensityEstimator method) (cde.density_estimator.ConditionalKernelDensityEstimation method) (cde.density_estimator.KernelMixtureNetwork method) (cde.density_estimator.LSConditionalDensityEstimation method) (cde.density_estimator.MixtureDensityNetwork method) (cde.density_estimator.NeighborKernelDensityEstimation method) (cde.density_estimator.NormalizingFlowEstimator method) (cde.density_simulation.ArmaJump method) (cde.density_simulation.BaseConditionalDensitySimulation method) (cde.density_simulation.EconDensity method) (cde.density_simulation.GaussianMixture method) (cde.density_simulation.JumpDiffusionModel method) (cde.density_simulation.LinearGaussian method) (cde.density_simulation.SkewNormal method) plot() (cde.density_simulation.BaseConditionalDensitySimulation method) (cde.density_simulation.EconDensity method) (cde.density_simulation.GaussianMixture method) (cde.density_simulation.JumpDiffusionModel method) (cde.density_simulation.LinearGaussian method) (cde.density_simulation.SkewNormal method) plot2d() (cde.density_estimator.ConditionalKernelDensityEstimation method) (cde.density_estimator.KernelMixtureNetwork method) (cde.density_estimator.LSConditionalDensityEstimation method) (cde.density_estimator.MixtureDensityNetwork method) (cde.density_estimator.NeighborKernelDensityEstimation method) (cde.density_estimator.NormalizingFlowEstimator method) (cde.density_simulation.EconDensity method) (cde.density_simulation.GaussianMixture method) (cde.density_simulation.JumpDiffusionModel method) (cde.density_simulation.LinearGaussian method) (cde.density_simulation.SkewNormal method)

plot3d() (cde.density_estimator.ConditionalKernelDensityEstimation method) (cde.density_estimator.KernelMixtureNetwork method) (cde.density_estimator.LSConditionalDensityEstimation method) (cde.density_estimator.MixtureDensityNetwork method) (cde.density_estimator.NeighborKernelDensityEstimation method) (cde.density_estimator.NormalizingFlowEstimator method) (cde.density_simulation.EconDensity method) (cde.density_simulation.GaussianMixture method) (cde.density_simulation.JumpDiffusionModel method) (cde.density_simulation.LinearGaussian method) (cde.density_simulation.SkewNormal method) predict_density() (cde.density_estimator.BaseDensityEstimator method) (cde.density_estimator.ConditionalKernelDensityEstimation method) (cde.density_estimator.KernelMixtureNetwork method) (cde.density_estimator.LSConditionalDensityEstimation method) (cde.density_estimator.MixtureDensityNetwork method) (cde.density_estimator.NeighborKernelDensityEstimation method) (cde.density_estimator.NormalizingFlowEstimator method)

R

reset_fit() (cde.density_estimator.KernelMixtureNetwork method) (cde.density_estimator.MixtureDensityNetwork method) (cde.density_estimator.NormalizingFlowEstimator method)

S

sample() (cde.density_estimator.KernelMixtureNetwork method) (cde.density_estimator.LSConditionalDensityEstimation method) (cde.density_estimator.MixtureDensityNetwork method) score() (cde.density_estimator.BaseDensityEstimator method) (cde.density_estimator.ConditionalKernelDensityEstimation method) (cde.density_estimator.KernelMixtureNetwork method) (cde.density_estimator.LSConditionalDensityEstimation method) (cde.density_estimator.MixtureDensityNetwork method) (cde.density_estimator.NeighborKernelDensityEstimation method) (cde.density_estimator.NormalizingFlowEstimator method) set_params() (cde.density_estimator.ConditionalKernelDensityEstimation method) (cde.density_estimator.KernelMixtureNetwork method) (cde.density_estimator.LSConditionalDensityEstimation method) (cde.density_estimator.MixtureDensityNetwork method) (cde.density_estimator.NeighborKernelDensityEstimation method) (cde.density_estimator.NormalizingFlowEstimator method) (cde.density_simulation.EconDensity method) (cde.density_simulation.GaussianMixture method) (cde.density_simulation.JumpDiffusionModel method) (cde.density_simulation.LinearGaussian method) (cde.density_simulation.SkewNormal method) simulate() (cde.density_simulation.ArmaJump method) (cde.density_simulation.BaseConditionalDensitySimulation method) (cde.density_simulation.EconDensity method) (cde.density_simulation.GaussianMixture method) (cde.density_simulation.JumpDiffusionModel method) (cde.density_simulation.LinearGaussian method) (cde.density_simulation.SkewNormal method) simulate_conditional() (cde.density_simulation.ArmaJump method) (cde.density_simulation.BaseConditionalDensitySimulation method) (cde.density_simulation.EconDensity method) (cde.density_simulation.GaussianMixture method) (cde.density_simulation.JumpDiffusionModel method) (cde.density_simulation.LinearGaussian method) (cde.density_simulation.SkewNormal method)

skewness() (cde.density_estimator.BaseDensityEstimator method) (cde.density_estimator.ConditionalKernelDensityEstimation method) (cde.density_estimator.KernelMixtureNetwork method) (cde.density_estimator.LSConditionalDensityEstimation method) (cde.density_estimator.MixtureDensityNetwork method) (cde.density_estimator.NeighborKernelDensityEstimation method) (cde.density_estimator.NormalizingFlowEstimator method) (cde.density_simulation.BaseConditionalDensitySimulation method) (cde.density_simulation.EconDensity method) (cde.density_simulation.GaussianMixture method) (cde.density_simulation.JumpDiffusionModel method) (cde.density_simulation.LinearGaussian method) (cde.density_simulation.SkewNormal method) SkewNormal (class in cde.density_simulation) std_() (cde.density_estimator.BaseDensityEstimator method) (cde.density_estimator.ConditionalKernelDensityEstimation method) (cde.density_estimator.KernelMixtureNetwork method) (cde.density_estimator.LSConditionalDensityEstimation method) (cde.density_estimator.MixtureDensityNetwork method) (cde.density_estimator.NeighborKernelDensityEstimation method) (cde.density_estimator.NormalizingFlowEstimator method) (cde.density_simulation.BaseConditionalDensitySimulation method) (cde.density_simulation.EconDensity method) (cde.density_simulation.GaussianMixture method) (cde.density_simulation.JumpDiffusionModel method) (cde.density_simulation.LinearGaussian method) (cde.density_simulation.SkewNormal method)

T

tail_risk_measures() (cde.density_estimator.BaseDensityEstimator method) (cde.density_estimator.ConditionalKernelDensityEstimation method) (cde.density_estimator.KernelMixtureNetwork method) (cde.density_estimator.LSConditionalDensityEstimation method) (cde.density_estimator.MixtureDensityNetwork method) (cde.density_estimator.NeighborKernelDensityEstimation method) (cde.density_estimator.NormalizingFlowEstimator method) (cde.density_simulation.BaseConditionalDensitySimulation method) (cde.density_simulation.EconDensity method) (cde.density_simulation.GaussianMixture method) (cde.density_simulation.JumpDiffusionModel method) (cde.density_simulation.LinearGaussian method) (cde.density_simulation.SkewNormal method)

V

validate_args (cde.density_estimator.normalizing_flows.AffineFlow attribute) (cde.density_estimator.normalizing_flows.IdentityFlow attribute) (cde.density_estimator.normalizing_flows.InvertedPlanarFlow attribute) (cde.density_estimator.normalizing_flows.InvertedRadialFlow attribute) value_at_risk() (cde.density_estimator.BaseDensityEstimator method) (cde.density_estimator.ConditionalKernelDensityEstimation method) (cde.density_estimator.KernelMixtureNetwork method) (cde.density_estimator.LSConditionalDensityEstimation method) (cde.density_estimator.MixtureDensityNetwork method) (cde.density_estimator.NeighborKernelDensityEstimation method) (cde.density_estimator.NormalizingFlowEstimator method) (cde.density_simulation.BaseConditionalDensitySimulation method) (cde.density_simulation.EconDensity method) (cde.density_simulation.GaussianMixture method) (cde.density_simulation.JumpDiffusionModel method) (cde.density_simulation.LinearGaussian method) (cde.density_simulation.SkewNormal method)