PCA vs Factor Analysis with scedatic noises#

computes the PCA and Factor Analysis scores from training \(X\) and compare the probabilistic PCA and FA models errors by adding scedatic (homo/hereto) noises.

# Author: L.Kouadio
# Licence: BSD-3-clause

fetch the analysed data

from watex.analysis import pcavsfa
from watex.datasets import fetch_data
X, _=fetch_data('Bagoue analysed data')
pcavsfa (X)
  • Homoscedastic Noise
  • Heteroscedastic Noise
([-13.35021821995266, -13.376979159782895], [-13.340444115947667, -13.392643293410554])

Total running time of the script: (0 minutes 2.458 seconds)

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