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 critera (error tolerance) for iterative estimation algorithms

  • start (array-like) – Starting values, currently only used for ML estimation

  • opt_method (string) – 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

Return type

FactorResults