statsmodels.multivariate.pca.PCA.plot_rsquare

PCA.plot_rsquare(ncomp=None, ax=None)

Box plots of the individual series R-square against the number of PCs

Parameters:

ncomp : int, optional

Number of components ot include in the plot. If None, will plot the minimum of 10 or the number of computed components

ax : Matplotlib axes instance, optional

An axes on which to draw the graph. If omitted, new a figure is created

Returns:

fig : figure

Handle to the figure