BVARResult.n_dummy#
- BVARResult.n_dummy: int#
Artificial rows the prior contributed to the update.
Zero for a plain
NormalInverseWishartPrior;kfor a sum-of-coefficients component and one for a dummy-initial-observation component. They enterposterior_dfand the posterior itself but are divided out oflog_marginal_likelihood, and they are never part ofnobs.