Multivariate Statistics multivariate

This section includes methods and algorithms from multivariate statistics.

Principal Component Analysis

PCA(data[, ncomp, standardize, demean, ...])

Principal Component Analysis

pca(data[, ncomp, standardize, demean, ...])

Perform Principal Component Analysis (PCA).

Factor Analysis

Factor([endog, n_factor, corr, method, smc, ...])

Factor analysis


Factor results class

Factor Rotation

rotate_factors(A, method, *method_args, ...)

Subroutine for orthogonal and oblique rotation of the matrix \(A\).

target_rotation(A, H[, full_rank])

Analytically performs orthogonal rotations towards a target matrix, i.e., we minimize:

procrustes(A, H)

Analytically solves the following Procrustes problem:

promax(A[, k])

Performs promax rotation of the matrix \(A\).

Canonical Correlation

CanCorr(endog, exog[, tolerance, missing, ...])

Canonical correlation analysis using singular value decomposition


MANOVA(endog, exog[, missing, hasconst])

Multivariate Analysis of Variance


_MultivariateOLS is a model class with limited features. Currently it supports multivariate hypothesis tests and is used as backend for MANOVA.

_MultivariateOLS(endog, exog[, missing, ...])

Multivariate linear model via least squares


_MultivariateOLS results class

MultivariateTestResults(results, ...)

Multivariate test results class

Last update: May 25, 2024