AugmentedPCA Documentation

Welcome to the AugmentedPCA docmentation!

AugmentedPCA is a Python package that provides implementations of linear factor models that find a set of factors aligned with an augmenting objective in addition to the canonical PCA objective of finding factors that represent the data variance.

Below is a list of content offered by this documentation. Included are installation instructions, an introduction to the package, models provided, and examples of how to use different provided models.

Indices and Tables