TVPVARSVResult.n_kept

property TVPVARSVResult.n_kept: int

Posterior draws retained after burn-in and thinning.

ceil((n_draws - n_burn) / thin), the leading axis of every *_draws array.

Example

>>> import numpy as np
>>> y = np.random.default_rng(0).standard_normal((120, 2))
>>> res = TVPVAR(y, order=1, training=30).fit(n_draws=30, n_burn=10, thin=3, seed=0)
>>> res.n_kept, res.beta_draws.shape[0]
(7, 7)