statsmodels.regression.dimred.SlicedAverageVarianceEstimation.fit

SlicedAverageVarianceEstimation.fit(**kwargs)

Estimate the EDR space

Parameters:

slice_nint

Number of observations per slice

**kwargs

Additional keyword arguments. May include slice_n.

Returns:

DimReductionResultsWrapper

Results instance that can be used to access the estimated EDR space and corresponding eigenvalues.