FactorSVResult.n_kept

property FactorSVResult.n_kept: int

Posterior draws retained, S = (n_draws - n_burn) // thin.

Example

>>> import numpy as np
>>> y = np.random.default_rng(0).standard_normal((120, 3))
>>> res = FactorSV(y, n_factors=1).fit(n_draws=100, n_burn=20, thin=4, seed=0)
>>> res.n_kept, res.loading_draws.shape[0]
(20, 20)