statsmodels.multivariate.pca.PCA.project

PCA.project(ncomp=None, transform=True, unweight=True) [source]

Project series onto a specific number of factors

Parameters: ncomp (int, optional) – Number of components to use. If omitted, all components initially computed are used.
Returns:
  • projection (array) – nobs by nvar array of the projection onto ncomp factors
  • transform (bool) – Flag indicating whether to return the projection in the original space of the data (True, default) or in the space of the standardized/demeaned data
  • unweight (bool) – Flag indicating whether to undo the effects of the estimation weights

Notes

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.multivariate.pca.PCA.project.html