Re: [Rd] varimax implementation in stats package

2017-01-02 Thread peter dalgaard
factanal() was originally in MASS which is support software for Venables & Ripley (2002). They have Bartholomew & Knott (1999) as the main reference for factor analysis, so that would be a place to look (I don't have it to hand). At any rate, varimax optimizes a well-defined criterion, so the "

[Rd] varimax implementation in stats package

2017-01-02 Thread Sebastian Starke
Hello, recently I was looking at the implementation of the "varimax" rotation procedure from the "stats" package and to me it looks quite different from the algorithm originally suggested by Kaiser in 1958. The R procedure iteratively uses singular value decompositions of some matrices where