TVPVARSVResult.convergence#

TVPVARSVResult.convergence(*chains, include=None, exclude=(), rhat_tol=_RHAT_TOL, min_ess=_MIN_ESS_PER_CHAIN)[source]#

Assess the sampler’s convergence over the retained draws.

Parameters:

  • *chains (Self) – Further results of this class from independent runs (different seeds), pooled as additional chains.

  • include (Sequence[str] | None) – Draw arrays to assess, by field name with or without the _draws suffix; None assesses all of them.

  • exclude (Sequence[str]) – Draw arrays to leave out, same naming.

  • rhat_tol (float) – R-hat above which a quantity is flagged.

  • min_ess (float) – Effective draws per chain below which a quantity is flagged.

Return type:

_ConvergenceTest

Returns:

The per-quantity report.

Raises:

  • SpecificationError – If another chain is not the same class, if a requested array does not exist, or if nothing is left to assess.

  • DimensionError – If the chains’ draw arrays differ in shape.