SVResult._from_fit

classmethod SVResult._from_fit(fit, model)

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

Parameters:

• fit (_StochasticVolatilityFit) – The raw estimator output.

• model (SV) – The specification, read for the series and the mean choice.

Return type:

SVResult

Returns:

The assembled result.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> model = SV(rng.standard_normal(200))
>>> res = SVResult._from_fit(model._fit_quasi(), model)
>>> res.mean_spec, res.method, res.log_variance.shape
('constant', 'qml', (200,))