HierarchicalBVARResult.n_kept

property HierarchicalBVARResult.n_kept: int

Posterior draws retained, S.

The leading axis of beta_draws and sigma_draws, and of the paths forecast_paths() returns. Equal to the n_draws passed to BVAR.fit(): the draws are independent samples from an exact posterior, so none are discarded to burn-in or thinning, unlike the Gibbs-sampled members of the family where the kept count is smaller than the iteration count. It is the divisor in stable_share and the pool posterior_replications() spreads its replications across.