FactorSVResult.n_factors

property FactorSVResult.n_factors: int

Number of factors, r.

Example

>>> import numpy as np
>>> y = np.random.default_rng(0).standard_normal((120, 3))
>>> FactorSV(y, n_factors=2).fit(n_draws=40, n_burn=10, seed=0).n_factors
2