statsmodels.multivariate.pca.PCA.project¶
-
PCA.project(ncomp=
None
, transform=True
, unweight=True
)[source]¶ 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.
- transformbool,
optional
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.
- unweightbool,
optional
Flag indicating whether to undo the effects of the estimation weights.
- ncomp
- Returns:¶
- array_like
The nobs by nvar array of the projection onto ncomp factors.
Last update:
Dec 23, 2024