6.10.1. statsmodels.sandbox.tools¶

some helper function for principal component and time series analysis

6.10.1.1. Status¶

pca : tested against matlab pcasvd : tested against matlab

`pca`(data[, keepdim, normalize, demean])	principal components with eigenvector decomposition
`pcasvd`(data[, keepdim, demean])	principal components with svd