estimation.demean
estimation.demean(x, flist, weights, tol=1e-08, maxiter=100000)Demean an array.
Workhorse for demeaning an input array x based on the specified fixed effects and weights via the alternating projections algorithm.
Parameters
| Name | Type | Description | Default |
|---|---|---|---|
| x | numpy.ndarray | Input array of shape (n_samples, n_features). Needs to be of type float. | required |
| flist | numpy.ndarray | Array of shape (n_samples, n_factors) specifying the fixed effects. Needs to already be converted to integers. | required |
| weights | numpy.ndarray | Array of shape (n_samples,) specifying the weights. | required |
| tol | float | Tolerance criterion for convergence. Defaults to 1e-08. | 1e-08 |
| maxiter | int | Maximum number of iterations. Defaults to 100_000. | 100000 |
Returns
| Name | Type | Description |
|---|---|---|
| tuple[numpy.ndarray, bool] | A tuple containing the demeaned array of shape (n_samples, n_features) and a boolean indicating whether the algorithm converged successfully. |