statsmodels.multivariate.factor.Factor.fit¶
- 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 class instance.
- Return type:
