PerturbationDSGEPosterior.simulate#

PerturbationDSGEPosterior.simulate(n=200, *, seed=None, burn=_SIMULATION_BURN, draw=None)[source]#

A fresh sample of the observables at the posterior mean or at one kept draw.

Parameters:

  • n (int) – Observations kept.

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

  • burn (int) – Periods discarded from the start.

  • draw (int | None) – Index of a kept parameter draw, or None for the posterior mean.

Return type:

NDArray[double]

Returns:

An array of shape (n, p) in the order of the data columns.

Raises:

SpecificationError – If the counts are not usable or the draw index is out of range.