statsmodels.multivariate.factor.FactorResults.get_loadings_frame

method

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

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’

thresholdfloat

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_maxboolean

This add a background color to the largest coefficient in each row.

color_maxhtml color

default is ‘yellow’. color for background of row maximum

decimalsNone 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

loadingsDataFrame or pandas Styler instance

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.

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())