watex.analysis.make_scedastic_data#

watex.analysis.make_scedastic_data(n_samples=1000, n_features=50, rank=10, sigma=1.0, random_state=42)[source]#

Generate a sampling data for probabilistic PCA and Factor Analysis for model comparison.

By default:

nsamples = 1000 n_features = 50 rank =10

Returns:

  • * X (sampling data)

  • * X_homo (sampling data with homoscedastic noise)

  • * X_hetero (sampling with heteroscedastic noise)

  • * n_components (number of components 50 features.)