statsmodels.multivariate.factor.Factor.fit¶
-
Factor.fit(maxiter=
50
, tol=1e-08
, start=None
, opt_method='BFGS'
, opt=None
, em_iter=3
)[source]¶ Estimate factor model parameters.
- Parameters:¶
- maxiter
int
Maximum number of iterations for iterative estimation algorithms
- tol
float
Stopping criteria (error tolerance) for iterative estimation algorithms
- startarray_like
Starting values, currently only used for ML estimation
- opt_method
str
Optimization method for ML estimation
- optdict-like
Keyword arguments passed to optimizer, only used for ML estimation
- em_iter
int
The number of EM iterations before starting gradient optimization, only used for ML estimation.
- maxiter
- Returns:¶
FactorResults
Results class instance.
Last update:
Dec 23, 2024