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.

transform : bool, 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.

unweight : bool, optional¶

Flag indicating whether to undo the effects of the estimation weights.

Returns:¶

The nobs by nvar array of the projection onto ncomp factors.

Return type:¶

array_like

Notes