Compute factoring loadings and eigenvalues using sklearn's PCA
(principal component analysis) model
From here:
By default, sklearn's PCA
model doesn't directly give factoring loadings or eigenvalues. Computing those is pretty easy, though. For example:
from sklearn.decomposition import PCA
x = get_data_somehow()
pca = PCA()
pca.fit(x)
loadings = pca.components_.T
eigenvalues = pca.singular_values_ ** 2