statsmodels.multivariate.factor_rotation.procrustes(A, H)
[source]
Analytically solves the following Procrustes problem:
(With no further conditions on \(H\))
Under the assumption that \(A^*H\) has full rank, the analytical solution \(T\) is given by:
see Navarra, Simoncini (2010).
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The matrix \(T\). |
[1] Navarra, Simoncini (2010) - A guide to emprirical orthogonal functions for climate data analysis
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© 2006 Jonathan E. Taylor
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