When i print the variance of the factors with get_factor_variance(), the variance is not monotonically decreasing. In my understanding each additional factor should explain less and less variance. The variance of my 15 factors looks like this (notice the values marked in bold):
[12.69, 5.32, 2.7, 2.6, 2.26, 2.08, 1.76, 2.54, 2.4, 1.69, 1.49, 2.06, 1.16, 1.15, 1.45]
n_factors = 15
fa = FactorAnalyzer(n_factors, rotation="varimax", method='principal', use_smc=True)
fa.fit(X)
print(pd.DataFrame(fa.get_factor_variance(),index=['Variance (sum of squared loadings)','Proportional Var','Cumulative Var']))
I cannot provide you with the data X
Expected behavior: the output should be sorted by decreasing variance
- OS: macOS
- Python: 3.11
- Versions for
factor_analyzer / numpy / scipy / pandas: newest
When i print the variance of the factors with get_factor_variance(), the variance is not monotonically decreasing. In my understanding each additional factor should explain less and less variance. The variance of my 15 factors looks like this (notice the values marked in bold):
[12.69, 5.32, 2.7, 2.6, 2.26, 2.08, 1.76, 2.54, 2.4, 1.69, 1.49, 2.06, 1.16, 1.15, 1.45]
I cannot provide you with the data X
Expected behavior: the output should be sorted by decreasing variance
factor_analyzer/numpy/scipy/pandas: newest