statsmodels.multivariate.pca.PCA.project

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.

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.

Returns

array_like

The nobs by nvar array of the projection onto ncomp factors.