GibbsBVARResult.posterior_replications#

GibbsBVARResult.posterior_replications(n_replications=200, *, seed=None)[source]#

Replicated effective samples, one per posterior draw used.

Draws are taken evenly across the kept sequence when fewer replications than draws are asked for, so that the replications span the posterior rather than its first stretch; asking for more replications than draws cycles through the draws with fresh innovations.

Parameters:

  • n_replications (int) – Replicated data sets.

  • seed (int | Generator | None) – Seed or generator for the innovations.

Return type:

NDArray[double]

Returns:

An array of shape (n_replications, nobs, k) aligned with observed.

Raises:

SpecificationError – If the count is not positive.