5.10.1.1.1.10. statsmodels.sandbox.pca.Pca.project

Pca.project(vals=None, enthresh=None, nPCs=None, cumen=None)

projects the normalized values onto the components

enthresh, nPCs, and cumen determine how many PCs to use

if vals is None, the normalized data vectors are the values to project. Otherwise, it should be convertable to a p x N array

returns n,p(>threshold) dimension array