Multivariate Statistics multivariate
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This section includes methods and algorithms from multivariate statistics.
Principal Component Analysis¶
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Principal Component Analysis |
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Perform Principal Component Analysis (PCA). |
Factor Analysis¶
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Factor analysis |
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Factor results class |
Factor Rotation¶
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Subroutine for orthogonal and oblique rotation of the matrix \(A\). |
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Analytically performs orthogonal rotations towards a target matrix, i.e., we minimize: |
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Analytically solves the following Procrustes problem: |
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Performs promax rotation of the matrix \(A\). |
Canonical Correlation¶
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Canonical correlation analysis using singular value decomposition |
MANOVA¶
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Multivariate Analysis of Variance |
MultivariateOLS¶
_MultivariateOLS is a model class with limited features. Currently it supports multivariate hypothesis tests and is used as backend for MANOVA.
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Multivariate linear model via least squares |
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_MultivariateOLS results class |
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Multivariate test results class Returned by mv_test method of _MultivariateOLSResults class |