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

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.