statsmodels.multivariate.factor.Factor.fit¶
-
Factor.fit(maxiter=
50, tol=1e-08, start=None, opt_method='BFGS', opt=None, em_iter=3)[source]¶ Estimate factor model parameters.
- Parameters:¶
- maxiter : int¶
Maximum number of iterations for iterative estimation algorithms
- tol : float¶
Stopping criteria (error tolerance) for iterative estimation algorithms
- start : array_like¶
Starting values, currently only used for ML estimation
- opt_method : str¶
Optimization method for ML estimation
- opt : dict-like¶
Keyword arguments passed to optimizer, only used for ML estimation
- em_iter : int¶
The number of EM iterations before starting gradient optimization, only used for ML estimation.
- Returns:¶
Results class instance.
- Return type:¶