StudentBVARResult._from_fit#

classmethod StudentBVARResult._from_fit(fit, model)[source]#

Assemble the public result from a raw fit and its specification.

Parameters:

  • fit (_VectorStudentFit) – The packed sampler output.

  • model (_StudentBayesianVectorAutoRegressionModel[StudentBVARResult]) – The validated specification it was estimated on.

Return type:

StudentBVARResult

Returns:

The frozen StudentBVARResult.

Example

>>> import numpy as np
>>> y = np.random.default_rng(0).standard_normal((120, 2))
>>> model = StudentBVAR(y, order=1)
>>> fit = model._fit_student(df=5.0, n_draws=30, n_burn=10, thin=1, seed=0)
>>> res = StudentBVARResult._from_fit(fit, model)
>>> res.n_kept, res.df, res.prior_label
(20, 5.0, 'niw(l1=0.2, l3=1, l4=100)')