Project series onto a specific number of factors
ncomp : int, optional
Number of components to use. If omitted, all components initially computed are used.
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
statsmodels.multivariate.pca.PCA.plot_scree
statsmodels.multivariate.pca.pca
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