MFVARResult.observed_fraction

property MFVARResult.observed_fraction: NDArray[float64]

Share of periods in which each variable was directly observed.

Example

>>> import numpy as np
>>> A, S = np.array([[[0.5, 0.1], [0.0, 0.4]]]), np.eye(2)
>>> y = np.full((24, 2), np.nan)
>>> rng = np.random.default_rng(0)
>>> y[:, 0], y[2::3, 1] = rng.standard_normal(24), rng.standard_normal(8)
>>> MFVAR(A, S, kinds=["high", "flow"], period=3).smooth(y).observed_fraction
array([1.        , 0.33333333])