statsmodels.multivariate.factor.FactorResults.get_loadings_frame

FactorResults.get_loadings_frame(style='display', sort_=True, threshold=0.3, highlight_max=True, color_max='yellow', decimals=None)[source]

get loadings matrix as DataFrame or pandas Styler

Parameters:
  • style ('display' (default), 'raw' or 'strings') –

    Style to use for display

    • ’raw’ returns just a DataFrame of the loadings matrix, no options are
      applied
    • ’display’ add sorting and styling as defined by other keywords
    • ’strings’ returns a DataFrame with string elements with optional sorting
      and surpressing small loading coefficients.
  • sort (boolean) – If True, then the rows of the DataFrame is sorted by contribution of each factor. applies if style is either ‘display’ or ‘strings’
  • threshold (float) – If the threshold is larger than zero, then loading coefficients are either colored white (if style is ‘display’) or replace by empty string (if style is ‘strings’).
  • highlight_max (boolean) – This add a background color to the largest coefficient in each row.
  • color_max (html color) – default is ‘yellow’. color for background of row maximum
  • decimals (None or int) – If None, then pandas default precision applies. Otherwise values are rounded to the specified decimals. If style is ‘display’, then the underlying dataframe is not changed. If style is ‘strings’, then values are rounded before conversion to strings.
Returns:

loadings – The return is a pandas Styler instance, if style is ‘display’ and at least one of highlight_max, threshold or decimals is applied. Otherwise, the returned loadings is a DataFrame.
Return type:

DataFrame or pandas Styler instance

Examples

>>> mod = Factor(df, 3, smc=True)
>>> res = mod.fit()
>>> res.get_loadings_frame(style='display', decimals=3, threshold=0.2)

To get a sorted DataFrame, all styling options need to be turned off:

>>> df_sorted = res.get_loadings_frame(style='display',
...             highlight_max=False, decimals=None, threshold=0)

Options except for highlighting are available for plain test or Latex usage:

>>> lds = res_u.get_loadings_frame(style='strings', decimals=3,
...                                threshold=0.3)
>>> print(lds.to_latex())