statsmodels.multivariate.factor.Factor.fit¶

method

Factor.fit(maxiter=50, tol=1e-08, start=None, opt_method='BFGS', opt=None, em_iter=3)[source]¶

Estimate factor model parameters.

Parameters

maxiterint: Maximum number of iterations for iterative estimation algorithms
tolfloat: Stopping critera (error tolerance) for iterative estimation algorithms
startarray-like: Starting values, currently only used for ML estimation
opt_methodstring: Optimization method for ML estimation
optdict-like: Keyword arguments passed to optimizer, only used for ML estimation
em_iterint: The number of EM iterations before starting gradient optimization, only used for ML estimation.

Returns