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 criteria (error tolerance) for iterative estimation algorithms
start : array_like
Starting values, currently only used for ML estimation
opt_method : str
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: FactorResults