6.2.2. statsmodels.sandbox.datarich.factormodels¶
Created on Sun Nov 14 08:21:41 2010
Author: josef-pktd License: BSD (3-clause)
6.2.2.1. Functions¶
pca(data[, keepdim, normalize, demean]) |
principal components with eigenvector decomposition |
6.2.2.2. Classes¶
FactorModelUnivariate(endog, exog) |
Todo: |
LeaveOneOut(n) |
Leave-One-Out cross validation iterator: |