SVPosterior.simulate

SVPosterior.simulate(n=200, *, seed=None, burn=0, draw=None)

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

The log variance starts from its stationary law, so no burn-in is needed; burn is honoured for uniformity with the other results.

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 draw, or None for the posterior mean.

Return type:

NDArray[double]

Returns:

An array of shape (n,).

Raises:

SpecificationError – If the counts are not usable, the draw index is out of range, or the parameters leave the stationary region.