statsmodels.multivariate.factor.Factor.fit¶
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Factor.fit(maxiter=50, tol=1e-08, start=None, opt_method='BFGS', opt=None, em_iter=3)[source]¶ Estimate factor model parameters.
Parameters: - maxiter (int) – Maximum number of iterations for iterative estimation algorithms
- tol (float) – Stopping critera (error tolerance) for iterative estimation algorithms
- start (array-like) – Starting values, currently only used for ML estimation
- opt_method (string) – Optimization method for ML estimation
- opt (dict-like) – Keyword arguments passed to optimizer, only used for ML estimation
- em_iter (int) – The number of EM iterations before starting gradient optimization, only used for ML estimation.
Returns: results
Return type: