plot_pcs()

Plot the principal component trajectories colored by explained variance.

Usage

Source

plot_pcs(
    pca,
    merge_blocks=1,
)

Example with high-frequency factor zoo data from Aleti 2022:

Parameters

pca: PCAHighFreqResult

The result of pca_high_freq.

merge_blocks: int = 1

Number of blocks to merge (sum) in a single observation for plotting. This is useful to reduce the number of points in the plot and improve visibility.

Returns

ggplot

A [ggplot][plotnine.ggplot] object. Print the object to show the plot,

or save it with plotnine.ggsave. Modifications can be made by adding

plotnine calls to the result: plot_loadings(...) + plotnine.*(...).