Jigyasu Krishnan

Hi, I am not sure if this PR follows sktime's API. If I am understanding correctly, you're trying to add an estimator which interfaces `pgmpy`? Please go through this documentation...

Also it is a good practice to create branches for changes that you make rather than modifying your `main` branch directly. See [https://www.sktime.net/en/latest/developer_guide/git_workflow.html](https://www.sktime.net/en/latest/developer_guide/git_workflow.html)

> Maybe one of the affected individuals can check if they get the CRON job on Saturday? I will check and share!

I also want to test if this serves the file from the root of the URL. Edit: Seems like it does, [https://sktime--9071.org.readthedocs.build/en/9071/funding.json](https://sktime--9071.org.readthedocs.build/en/9071/funding.json)

Thanks for the PR. By running `check_estimator` can you also check if this case is covered by the tests or not? If not, can you also extend the tests to...

> objects can have multiple object_type can you give an example? one that i can think of is `estimator` since `forecaster`, `classifier`, `metric`, all are `estimators` in sktime > should...

> why remove it from the registry? I think it made sense there. Removing it makes the test pass. I was just experimenting.

@fkiraly I have added the generic `add` method, can you please look at it?

Before this is merged, can you please add this new class to the registry? I am not sure in what places a new base class needs to be added

> Failing tests look unrelated? Yes! I added a catalogue for bake off too btw, but in a separate PR to seperate the discussions about it.