Pamphile
Before submitting a PR, I have cleaned the code to use only some statsmodels instead of sklearn.I have to fix some tests but it is working as expected.For now, I only have a few concerns:
- How to return the plots: Is it okay to return a single object containing all figures?
- I did not find a way to simply define the variance level in PCA, so I use the flag ncomp. Is it okay? We could compute everything and truncate the output (this is what sklearn does).
- The projection part is a bit hackish, I am temporary replacing the PCA.factors and then call PCA.projection(). Okay?
Thanks for the help on this.Pamphilep.s. is it the right place to talk about this or should I create a PR now and discuss there or should we discuss in the issue?