PCA.project()

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.
Returns:	projection : array nobs by nvar array of the projection onto ncomp factors transform : bool 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 Flag indicating whether to undo the effects of the estimation weights