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

Notes