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.