factanal.fit.principal function

Fit a Factor Analysis

Internal function for pfa.

factanal.fit.principal(cmat, factors, p = ncol(cmat), start = NULL,
iter.max = 10, unique.tol = 1e-04)

Arguments

• cmat: provided correlation matrix
• factors: number of factors
• p: number of observations
• start: vector of start values
• iter.max: maximum number of iteration used to calculate the common factor
• unique.tol: the tolerance for a deviation of the maximum (in each row, without the diag) value of the given correlation matrix to the new calculated value

Returns

• loadings: A matrix of loadings, one column for each factor. The factors are ordered in decreasing order of sums of squares of loadings.

• uniquness: uniquness

• correlation: correlation matrix

• criteria: The results of the optimization: the value of the negativ log-likelihood and information of the iterations used.

• factors: the factors

• dof: degrees of freedom

• method: "principal"

References

C. Reimann, P. Filzmoser, R.G. Garrett, and R. Dutter: Statistical Data Analysis Explained. Applied Environmental Statistics with R. John Wiley and Sons, Chichester, 2008.

Author(s)

Peter Filzmoser <P.Filzmoser@tuwien.ac.at > http://cstat.tuwien.ac.at/filz/