.. module:: statsmodels.multivariate :synopsis: Models for multivariate data

.. currentmodule:: statsmodels.multivariate

.. _multivariate:

Multivariate Statistics :mod:multivariate

This section includes methods and algorithms from multivariate statistics.

Principal Component Analysis

.. module:: statsmodels.multivariate.pca :synopsis: Principal Component Analaysis

.. currentmodule:: statsmodels.multivariate.pca

.. autosummary:: :toctree: generated/

PCA pca

Factor Analysis

.. currentmodule:: statsmodels.multivariate.factor

.. autosummary:: :toctree: generated/

Factor FactorResults

Factor Rotation

.. currentmodule:: statsmodels.multivariate.factor_rotation

.. autosummary:: :toctree: generated/

rotate_factors target_rotation procrustes promax

Canonical Correlation

.. currentmodule:: statsmodels.multivariate.cancorr

.. autosummary:: :toctree: generated/

CanCorr

MANOVA

.. currentmodule:: statsmodels.multivariate.manova

.. autosummary:: :toctree: generated/

MANOVA

MultivariateOLS

_MultivariateOLS is a model class with limited features. Currently it supports multivariate hypothesis tests and is used as backend for MANOVA.

.. currentmodule:: statsmodels.multivariate.multivariate_ols

.. autosummary:: :toctree: generated/

_MultivariateOLS _MultivariateOLSResults MultivariateTestResults