FactorSVResult._from_fit#

classmethod FactorSVResult._from_fit(fit, model)[source]#

Assemble the public result from a raw fit and its specification.

Parameters:

  • fit (_FactorVolatilityFit) – The packed draws from _sample.

  • model (FactorSV) – The specification the draws were produced for.

Return type:

FactorSVResult

Returns:

The public posterior record.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> y = rng.standard_normal((120, 3))
>>> model = FactorSV(y, n_factors=1)
>>> fit = model._sample(
...     n_draws=40, n_burn=10, thin=1, prior=VolatilityPrior(),
...     loading_prior_precision=1.0, seed=0,
... )
>>> res = FactorSVResult._from_fit(fit, model)
>>> res.series_names, res.n_kept, bool(np.allclose(res.panel, y))
(('x1', 'x2', 'x3'), 30, True)