statsmodels.multivariate.pca.PCA.project

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

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