Right. (Well, I suppose that you could transpose x and Lambda, but then it would have to be x = f Lambda + epsilon and all the dimensions would be wrong.)
I'll fix this in R-devel. -pd > On 14 Nov 2014, at 00:13 , John Maindonald <john.maindon...@anu.edu.au> wrote: > > <<< > Thus factor analysis is in essence a model for the correlation matrix of x, > > Σ = Λ'Λ + Ψ >>>> > > This should surely be Σ = ΛΛ' + Ψ > > Also line 3 under “Details” says > <<< > for a p–element row-vector x, … >>>> > > x is here surely a column vector, albeit the transpose of a row vector > from the data matrix. > > cf page 322 of “Modern Applied Statistics with S”, 4th edn. > > John Maindonald email: john.maindon...@anu.edu.au > phone : +61 2 (6125)3473 fax : +61 2(6125)5549 > Centre for Mathematics & Its Applications, Room 1194, > John Dedman Mathematical Sciences Building (Building 27) > Australian National University, Canberra ACT 0200. > > > ______________________________________________ > R-devel@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel -- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
