statsmodels/statsmodels — pull request #1596 by jseabold (2014-04-16 16:55:40+00:00)
Title: WIP: PCA class

Fair warning, I haven't looked at this code in 2 years. Rescued and rebased from upstream. Deleted the branch in upstream to keep things tidy.

Would be nice to replicate the notebook of @kshedden with the class to get an idea of what needs to be fixed, added, generalized, etc. Comments (or PRs) very welcome.

http://nbviewer.ipython.org/urls/umich.box.com/shared/static/6m7f4lw9bdog241kqcmb.ipynb