statsmodels.multivariate.pca.PCA.project

method

PCA.project(ncomp=None, transform=True, unweight=True)

Project series onto a specific number of factors

Parameters

ncompint, optional

Number of components to use. If omitted, all components initially computed are used.

Returns

projectionarray

nobs by nvar array of the projection onto ncomp factors

transformbool

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

Flag indicating whether to undo the effects of the estimation weights