Bug 12754 - Addendum to wishlist bug report #10931 (factanal)
 Summary: Addendum to wishlist bug report #10931 (factanal)
 Status: CLOSED FIXED R Unclassified Wishlist old All All P5 normal Jitterbug compatibility account Show dependency tree / graph

 Reported: 2008-09-09 16:50 UTC by Jitterbug compatibility account 2014-02-16 11:43 UTC (History) 1 user (show) jackie.rosen

Attachments
(11.84 KB, text/plain)
2008-09-09 16:50 UTC, Jitterbug compatibility account
Details
(9.02 KB, text/x-matlab)
2008-09-09 16:50 UTC, Jitterbug compatibility account
Details

 Note You need to log in before you can comment on or make changes to this bug.
 Jitterbug compatibility account 2008-09-09 16:50:43 UTC From: Ulrich Keller PARTS: 3 Hi, on March 10 I filed a wishlist bug report asking for the inclusion of some changes to factanal() and the associated print method. The changes were originally proposed by John Fox in 2005; they make print.factanal() display factor correlations if factanal() is called with rotation = "promax". Since I got no replies, and I am really tired of my R-curious social science colleagues asking "What, it can't even display factor correlations?!", I made the changes myself. I would be very grateful if they'd find their way into a release. I corrected a small error in John Fox's code and made another change that enables factor correlations not only for promax, but also for the rotation methods in package GPArotation. The changes are against R-devel, downloaded on September 9th 2008. Changes are indicated by comments from John Fox and me. I also changed factanal.Rd accordingly, this is commented too. My bug report is at http://bugs.r-project.org/cgi-bin/R/wishlist?id=10931;user=guest John Fox's original post is at http://tolstoy.newcastle.edu.au/R/devel/05/06/1414.html The changed files factanal.R and factanal.Rd are attached. If there is anything else I can do to help these changes make it into R, please let me know. Thanks and best regards, Uli -- Ulrich Keller UniversitÃƒÂ© du Luxembourg EMACS research unit B.P. 2 L-7201 Walferdange Luxembourg Mail ulrich.keller@uni.lu Phone +352 46 66 44 9 278 (Attached 'factanal.R' of type 'text/plain') (Attached 'factanal.Rd' of type 'text/x-matlab') **END  Jitterbug compatibility account 2008-09-09 16:50:43 UTC Created attachment 1072 [details] Jitterbug compatibility account 2008-09-09 16:50:43 UTC Created attachment 1073 [details] Jitterbug compatibility account 2008-09-09 19:53:30 UTC From: "John Fox" Dear Ulrich, I'd frankly forgotten about this, but can't see an argument for not making this (or a similar) change. Thanks for reviving the issue. John ------------------------------ John Fox, Professor Department of Sociology McMaster University Hamilton, Ontario, Canada web: socserv.mcmaster.ca/jfox > -----Original Message----- > From: r-devel-bounces@r-project.org [mailto:r-devel-bounces@r-project.org] On > Behalf Of ulrich.keller@uni.lu > Sent: September-09-08 7:55 AM > To: r-devel@stat.math.ethz.ch > Cc: R-bugs@r-project.org > Subject: [Rd] Addendum to wishlist bug report #10931 (factanal) (PR#12754) > > --=-hiYzUeWcRJ/+kx41aPIZ > Content-Type: text/plain; charset="UTF-8" > Content-Transfer-Encoding: 8bit > > Hi, > > on March 10 I filed a wishlist bug report asking for the inclusion of > some changes to factanal() and the associated print method. The changes > were originally proposed by John Fox in 2005; they make print.factanal() > display factor correlations if factanal() is called with rotation = > "promax". Since I got no replies, and I am really tired of my R-curious > social science colleagues asking "What, it can't even display factor > correlations?!", I made the changes myself. I would be very grateful if > they'd find their way into a release. > > I corrected a small error in John Fox's code and made another change > that enables factor correlations not only for promax, but also for the > rotation methods in package GPArotation. > > The changes are against R-devel, downloaded on September 9th 2008. > Changes are indicated by comments from John Fox and me. I also changed > factanal.Rd accordingly, this is commented too. > > My bug report is at > http://bugs.r-project.org/cgi-bin/R/wishlist?id=10931;user=guest > > John Fox's original post is at > http://tolstoy.newcastle.edu.au/R/devel/05/06/1414.html > > The changed files factanal.R and factanal.Rd are attached. If there is > anything else I can do to help these changes make it into R, please let > me know. > > Thanks and best regards, > > Uli > > -- > Ulrich Keller > UniversitÃƒÂ© du Luxembourg > EMACS research unit > B.P. 2 > L-7201 Walferdange > Luxembourg > Mail ulrich.keller@uni.lu > Phone +352 46 66 44 9 278 > > --=-hiYzUeWcRJ/+kx41aPIZ > Content-Disposition: attachment; filename="factanal.R" > Content-Type: text/plain; name="factanal.R"; charset="utf-8" > Content-Transfer-Encoding: 7bit > > # File src/library/stats/R/factanal.R > # Part of the R package, http://www.R-project.org > # > # This program is free software; you can redistribute it and/or modify > # it under the terms of the GNU General Public License as published by > # the Free Software Foundation; either version 2 of the License, or > # (at your option) any later version. > # > # This program is distributed in the hope that it will be useful, > # but WITHOUT ANY WARRANTY; without even the implied warranty of > # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the > # GNU General Public License for more details. > # > # A copy of the GNU General Public License is available at > # http://www.r-project.org/Licenses/ > > ## Hmm, MM thinks diag(.) needs checking { diag(vec) when length(vec)==1 !} > ## However, MM does not understand that factor analysis > ## is a *multi*variate technique! > factanal <- > function (x, factors, data = NULL, covmat = NULL, n.obs = NA, > subset, na.action, start = NULL, > scores = c("none", "regression", "Bartlett"), > rotation = "varimax", > control = NULL, ...) > { > sortLoadings <- function(Lambda) > { > cn <- colnames(Lambda) > Phi <- attr(Lambda, "covariance") > ssq <- apply(Lambda, 2, function(x) -sum(x^2)) > Lambda <- Lambda[, order(ssq), drop = FALSE] > colnames(Lambda) <- cn > neg <- colSums(Lambda) < 0 > Lambda[, neg] <- -Lambda[, neg] > if(!is.null(Phi)) { > unit <- ifelse(neg, -1, 1) > attr(Lambda, "covariance") <- > unit %*% Phi[order(ssq), order(ssq)] %*% unit > } > Lambda > } > cl <- match.call() > na.act <- NULL > if (is.list(covmat)) { > if (any(is.na(match(c("cov", "n.obs"), names(covmat))))) > stop("'covmat' is not a valid covariance list") > cv <- covmat$cov > n.obs <- covmat$n.obs > have.x <- FALSE > } > else if (is.matrix(covmat)) { > cv <- covmat > have.x <- FALSE > } > else if (is.null(covmat)) { > if(missing(x)) stop("neither 'x' nor 'covmat' supplied") > have.x <- TRUE > if(inherits(x, "formula")) { > ## this is not a standard' model-fitting function, > ## so no need to consider contrasts or levels > mt <- terms(x, data = data) > if(attr(mt, "response") > 0) > stop("response not allowed in formula") > attr(mt, "intercept") <- 0 > mf <- match.call(expand.dots = FALSE) > names(mf)[names(mf) == "x"] <- "formula" > mf$factors <- mf$covmat <- mf$scores <- mf$start <- > mf$rotation <- mf$control <- mf$... <- NULL > mf[[1]] <- as.name("model.frame") > mf <- eval.parent(mf) > na.act <- attr(mf, "na.action") > if (.check_vars_numeric(mf)) > stop("factor analysis applies only to numerical variables") > z <- model.matrix(mt, mf) > } else { > z <- as.matrix(x) > if(!is.numeric(z)) > stop("factor analysis applies only to numerical variables") > if(!missing(subset)) z <- z[subset, , drop = FALSE] > } > covmat <- cov.wt(z) > cv <- covmat$cov > n.obs <- covmat$n.obs > } > else stop("'covmat' is of unknown type") > scores <- match.arg(scores) > if(scores != "none" && !have.x) > stop("requested scores without an 'x' matrix") > p <- ncol(cv) > if(p < 3) stop("factor analysis requires at least three variables") > dof <- 0.5 * ((p - factors)^2 - p - factors) > if(dof < 0) > stop(gettextf("%d factors is too many for %d variables", factors, p), > domain = NA) > sds <- sqrt(diag(cv)) > cv <- cv/(sds %o% sds) > > cn <- list(nstart = 1, trace = FALSE, lower = 0.005) > cn[names(control)] <- control > more <- list(...)[c("nstart", "trace", "lower", "opt", "rotate")] > if(length(more)) cn[names(more)] <- more > > if(is.null(start)) { > start <- (1 - 0.5*factors/p)/diag(solve(cv)) > if((ns <- cn$nstart) > 1) > start <- cbind(start, matrix(runif(ns-1), p, ns-1, byrow=TRUE)) > } > start <- as.matrix(start) > if(nrow(start) != p) > stop(gettextf("'start' must have %d rows", p), domain = NA) > nc <- ncol(start) > if(nc < 1) stop("no starting values supplied") > > best <- Inf > for (i in 1:nc) { > nfit <- factanal.fit.mle(cv, factors, start[, i], > max(cn$lower, 0), cn$opt) > if(cn$trace) > cat("start", i, "value:", format(nfit$criteria[1]), > "uniqs:", format(as.vector(round(nfit$uniquenesses, 4))), > "\n") > if(nfit$converged && nfit$criteria[1] < best) { > fit <- nfit > best <- fit$criteria[1] > } > } > if(best == Inf) stop("unable to optimize from these starting value(s)") > load <- fit$loadings > if(rotation != "none") { > rot <- do.call(rotation, c(list(load), cn$rotate)) > # the following lines modified by J. > Fox, 26 June 2005 > if (is.list(rot)){ > load <- rot$loadings > #the following lines changed by > Ulrich Keller, 9 Sept 2008 > fit$rotmat <- > if(inherits(rot, "GPArotation")) { > t(solve(rot$Th)) > } else { > rot$rotmat > } > #end changes Ulrich Keller, 9 Sept > 2008 > } > else load <- rot > # end modifications J. Fox, 26 June > 2005 > } > fit$loadings <- sortLoadings(load) > class(fit$loadings) <- "loadings" > fit$na.action <- na.act # not used currently > if(have.x && scores != "none") { > Lambda <- fit$loadings > zz <- scale(z, TRUE, TRUE) > switch(scores, > regression = { > sc <- zz %*% solve(cv, Lambda) > if(!is.null(Phi <- attr(Lambda, "covariance"))) > sc <- sc %*% Phi > }, > Bartlett = { > d <- 1/fit$uniquenesses > tmp <- t(Lambda * d) > sc <- t(solve(tmp %*% Lambda, tmp %*% t(zz))) > }) > rownames(sc) <- rownames(z) > colnames(sc) <- colnames(Lambda) > if(!is.null(na.act)) sc <- napredict(na.act, sc) > fit$scores <- sc > } > if(!is.na(n.obs) && dof > 0) { > fit$STATISTIC <- (n.obs - 1 - (2 * p + 5)/6 - > (2 * factors)/3) * fit$criteria["objective"] > fit$PVAL <- pchisq(fit$STATISTIC, dof, lower.tail = FALSE) > } > fit$n.obs <- n.obs > fit$call <- cl > fit > } > > factanal.fit.mle <- > function(cmat, factors, start=NULL, lower = 0.005, control = NULL, ...) > { > FAout <- function(Psi, S, q) > { > sc <- diag(1/sqrt(Psi)) > Sstar <- sc %*% S %*% sc > E <- eigen(Sstar, symmetric = TRUE) > L <- E$vectors[, 1:q, drop = FALSE] > load <- L %*% diag(sqrt(pmax(E$values[1:q] - 1, 0)), q) > diag(sqrt(Psi)) %*% load > } > FAfn <- function(Psi, S, q) > { > sc <- diag(1/sqrt(Psi)) > Sstar <- sc %*% S %*% sc > E <- eigen(Sstar, symmetric = TRUE, only.values = TRUE) > e <- E$values[-(1:q)] > e <- sum(log(e) - e) - q + nrow(S) > ## print(round(c(Psi, -e), 5)) # for tracing > -e > } > FAgr <- function(Psi, S, q) > { > sc <- diag(1/sqrt(Psi)) > Sstar <- sc %*% S %*% sc > E <- eigen(Sstar, symmetric = TRUE) > L <- E$vectors[, 1:q, drop = FALSE] > load <- L %*% diag(sqrt(pmax(E$values[1:q] - 1, 0)), q) > load <- diag(sqrt(Psi)) %*% load > g <- load %*% t(load) + diag(Psi) - S > diag(g)/Psi^2 > } > p <- ncol(cmat) > if(is.null(start)) > start <- (1 - 0.5*factors/p)/diag(solve(cmat)) > res <- optim(start, FAfn, FAgr, method = "L-BFGS-B", > lower = lower, upper = 1, > control = c(list(fnscale=1, > parscale = rep(0.01, length(start))), control), > q = factors, S = cmat) > Lambda <- FAout(res$par, cmat, factors) > dimnames(Lambda) <- list(dimnames(cmat)[[1]], > paste("Factor", 1:factors, sep = "")) > p <- ncol(cmat) > dof <- 0.5 * ((p - factors)^2 - p - factors) > un <- res$par > names(un) <- colnames(cmat) > class(Lambda) <- "loadings" > ans <- list(converged = res$convergence == 0, > loadings = Lambda, uniquenesses = un, > correlation = cmat, > criteria = c(objective = res$value, counts = res$counts), > factors = factors, dof = dof, method = "mle") > class(ans) <- "factanal" > ans > } > > print.loadings <- function(x, digits = 3, cutoff = 0.1, sort = FALSE, ...) > { > Lambda <- unclass(x) > p <- nrow(Lambda) > factors <- ncol(Lambda) > if (sort) { > mx <- max.col(abs(Lambda)) > ind <- cbind(1:p, mx) > mx[abs(Lambda[ind]) < 0.5] <- factors + 1 > Lambda <- Lambda[order(mx, 1:p),] > } > cat("\nLoadings:\n") > fx <- format(round(Lambda, digits)) > names(fx) <- NULL > nc <- nchar(fx[1], type="c") > fx[abs(Lambda) < cutoff] <- paste(rep(" ", nc), collapse = "") > print(fx, quote = FALSE, ...) > vx <- colSums(x^2) > varex <- rbind("SS loadings" = vx) > if(is.null(attr(x, "covariance"))) { > varex <- rbind(varex, "Proportion Var" = vx/p) > if(factors > 1) > varex <- rbind(varex, "Cumulative Var" = cumsum(vx/p)) > } > cat("\n") > print(round(varex, digits)) > invisible(x) > } > > print.factanal <- function(x, digits = 3, ...) > { > cat("\nCall:\n", deparse(x$call), "\n\n", sep = "") > cat("Uniquenesses:\n") > print(round(x$uniquenesses, digits), ...) > print(x$loadings, digits = digits, ...) > # the following lines added by J. > Fox, 26 June 2005 > if (!is.null(x$rotmat)){ > > tmat <- solve(x$rotmat) > R <- tmat %*% t(tmat) > factors <- x$factors > rownames(R) <- colnames(R) <- paste("Factor", 1:factors, sep="") > > # the following line changed by > Ulrich Keller, 9 Sept 2008 > if (TRUE != all.equal(c(R), c(diag(factors)))){ > cat("\nFactor Correlations:\n") > print(R, digits=digits, ...) > } > > > } > # end additions J. Fox, 23 June 2005 > if(!is.null(x$STATISTIC)) { > factors <- x$factors > cat("\nTest of the hypothesis that", factors, if(factors == 1) > "factor is" else "factors are", "sufficient.\n") > cat("The chi square statistic is", round(x$STATISTIC, 2), "on", > x$dof, > if(x$dof == 1) "degree" else "degrees", > "of freedom.\nThe p-value is", signif(x$PVAL, 3), "\n") > } else { > cat(paste("\nThe degrees of freedom for the model is", > x$dof, "and the fit was", round(x$criteria["objective"], > 4), > "\n")) > } > invisible(x) > } > > varimax <- function(x, normalize = TRUE, eps = 1e-5) > { > nc <- ncol(x) > if(nc < 2) return(x) > if(normalize) { > sc <- sqrt(drop(apply(x, 1, function(x) sum(x^2)))) > x <- x/sc > } > p <- nrow(x) > TT <- diag(nc) > d <- 0 > for(i in 1:1000) { > z <- x %*% TT > B <- t(x) %*% (z^3 - z %*% diag(drop(rep(1, p) %*% z^2))/p) > sB <- La.svd(B) > TT <- sB$u %*% sB$vt > dpast <- d > d <- sum(sB$d) > if(d < dpast * (1 + eps)) break > } > z <- x %*% TT > if(normalize) z <- z * sc > dimnames(z) <- dimnames(x) > class(z) <- "loadings" > list(loadings = z, rotmat = TT) > } > > promax <- function(x, m = 4) > { > if(ncol(x) < 2) return(x) > dn <- dimnames(x) > xx <- varimax(x) > x <- xx$loadings > Q <- x * abs(x)^(m-1) > U <- lm.fit(x, Q)$coefficients > d <- diag(solve(t(U) %*% U)) > U <- U %*% diag(sqrt(d)) > dimnames(U) <- NULL > z <- x %*% U > U <- xx$rotmat %*% U > dimnames(z) <- dn > class(z) <- "loadings" > list(loadings = z, rotmat = U) > } > > --=-hiYzUeWcRJ/+kx41aPIZ > Content-Disposition: attachment; filename="factanal.Rd" > Content-Type: text/x-matlab; name="factanal.Rd"; charset="utf-8" > Content-Transfer-Encoding: 8bit > > % File src/library/stats/man/factanal.Rd > % Part of the R package, http://www.R-project.org > % Copyright 1995-2007 R Core Development Team > % Distributed under GPL 2 or later > > \name{factanal} > \alias{factanal} > %\alias{factanal.fit.mle} > \encoding{latin1} > \title{Factor Analysis} > \description{ > Perform maximum-likelihood factor analysis on a covariance matrix or > data matrix. > } > \usage{ > factanal(x, factors, data = NULL, covmat = NULL, n.obs = NA, > subset, na.action, start = NULL, > scores = c("none", "regression", "Bartlett"), > rotation = "varimax", control = NULL, \dots) > } > \arguments{ > \item{x}{A formula or a numeric matrix or an object that can be > coerced to a numeric matrix.} > \item{factors}{The number of factors to be fitted.} > \item{data}{An optional data frame (or similar: see > \code{\link{model.frame}}), used only if \code{x} is a formula. By > default the variables are taken from \code{environment(formula)}.} > \item{covmat}{A covariance matrix, or a covariance list as returned by > \code{\link{cov.wt}}. Of course, correlation matrices are covariance > matrices.} > \item{n.obs}{The number of observations, used if \code{covmat} is a > covariance matrix.} > \item{subset}{A specification of the cases to be used, if \code{x} is > used as a matrix or formula.} > \item{na.action}{The \code{na.action} to be used if \code{x} is > used as a formula.} > \item{start}{\code{NULL} or a matrix of starting values, each column > giving an initial set of uniquenesses.} > \item{scores}{Type of scores to produce, if any. The default is none, > \code{"regression"} gives Thompson's scores, \code{"Bartlett"} given > Bartlett's weighted least-squares scores. Partial matching allows > these names to be abbreviated.} > \item{rotation}{character. \code{"none"} or the name of a function > to be used to rotate the factors: it will be called with first > argument the loadings matrix, and should return a list with component > \code{loadings} giving the rotated loadings, or just the rotated > loadings.} > \item{control}{A list of control values, > \describe{ > \item{nstart}{The number of starting values to be tried if > \code{start = NULL}. Default 1.} > \item{trace}{logical. Output tracing information? Default > \code{FALSE}.} > \item{lower}{The lower bound for uniquenesses during > optimization. Should be > 0. Default 0.005.} > \item{opt}{A list of control values to be passed to > \code{\link{optim}}'s \code{control} argument.} > \item{rotate}{a list of additional arguments for the rotation > function.} > } > } > \item{\dots}{Components of \code{control} can also be supplied as > named arguments to \code{factanal}.} > } > \details{ > The factor analysis model is > \deqn{x = \Lambda f + e}{ x = Lambda f + e} > for a \eqn{p}--element row-vector \eqn{x}, a \eqn{p \times k}{p x k} > matrix of \emph{loadings}, a \eqn{k}--element vector of \emph{scores} > and a \eqn{p}--element vector of errors. None of the components > other than \eqn{x} is observed, but the major restriction is that the > scores be uncorrelated and of unit variance, and that the errors be > independent with variances \eqn{\Phi}{Phi}, the > \emph{uniquenesses}. Thus factor analysis is in essence a model for > the covariance matrix of \eqn{x}, > \deqn{\Sigma = \Lambda^\prime\Lambda + \Psi}{Sigma = Lambda'Lambda + Psi} > There is still some indeterminacy in the model for it is unchanged > if \eqn{\Lambda}{Lambda} is replaced by \eqn{G\Lambda}{G Lambda} for > any orthogonal matrix \eqn{G}. Such matrices \eqn{G} are known as > \emph{rotations} (although the term is applied also to non-orthogonal > invertible matrices). > > If \code{covmat} is supplied it is used. Otherwise \code{x} is used if > it is a matrix, or a formula \code{x} is used with \code{data} to > construct a model matrix, and that is used to construct a covariance > matrix. (It makes no sense for the formula to have a response, > and all the variables must be numeric.) Once a covariance matrix is found > or > calculated from \code{x}, it is converted to a correlation matrix for > analysis. The correlation matrix is returned as component > \code{correlation} of the result. > > The fit is done by optimizing the log likelihood assuming multivariate > normality over the uniquenesses. (The maximizing loadings for given > uniquenesses can be found analytically: Lawley & Maxwell (1971, > p. 27).) All the starting values supplied in \code{start} are tried > in turn and the best fit obtained is used. If \code{start = NULL} > then the first fit is started at the value suggested by > \enc{JÃ¶reskog}{Joreskog} (1963) and given by Lawley & Maxwell > (1971, p. 31), and then \code{control$nstart - 1} other values are > tried, randomly selected as equal values of the uniquenesses. > > The uniquenesses are technically constrained to lie in \eqn{[0, 1]}, > but near-zero values are problematical, and the optimization is > done with a lower bound of \code{control$lower}, default 0.005 > (Lawley & Maxwell, 1971, p. 32). > > Scores can only be produced if a data matrix is supplied and used. > The first method is the regression method of Thomson (1951), the > second the weighted least squares method of Bartlett (1937, 8). > Both are estimates of the unobserved scores \eqn{f}. Thomson's method > regresses (in the population) the unknown \eqn{f} on \eqn{x} to yield > \deqn{\hat f = \Lambda^\prime \Sigma^{-1} x}{hat f = Lambda' Sigma^-1 x} > and then substitutes the sample estimates of the quantities on the > right-hand side. Bartlett's method minimizes the sum of squares of > standardized errors over the choice of \eqn{f}, given (the fitted) > \eqn{\Lambda}{Lambda}. > > If \code{x} is a formula then the standard NA-handling is applied to > the scores (if requested): see \code{\link{napredict}}. > } > \value{ > An object of class \code{"factanal"} with components > \item{loadings}{A matrix of loadings, one column for each factor. The > factors are ordered in decreasing order of sums of squares of > loadings, and given the sign that will make the sum of the loadings > positive.} > \item{uniquenesses}{The uniquenesses computed.} > \item{correlation}{The correlation matrix used.} > \item{criteria}{The results of the optimization: the value of the > negative log-likelihood and information on the iterations used.} > \item{factors}{The argument \code{factors}.} > \item{dof}{The number of degrees of freedom of the factor analysis model.} > \item{method}{The method: always \code{"mle"}.} > %Modification by Ulrich Keller, Sept 9 2008 > \item{rotmat}{The rotation matrix if relevant.} > %End modicication by Ulrich Keller, Sept 9 2008 > \item{scores}{If requested, a matrix of scores. \code{napredict} is > applied to handle the treatment of values omitted by the > \code{na.action}.} > \item{n.obs}{The number of observations if available, or \code{NA}.} > \item{call}{The matched call.} > \item{na.action}{If relevant.} > \item{STATISTIC, PVAL}{The significance-test statistic and P value, if > if can be computed.} > } > > \note{ > There are so many variations on factor analysis that it is hard to > compare output from different programs. Further, the optimization in > maximum likelihood factor analysis is hard, and many other examples we > compared had less good fits than produced by this function. In > particular, solutions which are Heywood cases (with one or more > uniquenesses essentially zero) are much often common than most texts > and some other programs would lead one to believe. > } > > \references{ > Bartlett, M. S. (1937) The statistical conception of mental factors. > \emph{British Journal of Psychology}, \bold{28}, 97--104. > > Bartlett, M. S. (1938) Methods of estimating mental > factors. \emph{Nature}, \bold{141}, 609--610. > > \enc{JÃ¶reskog}{Joreskog}, K. G. (1963) > \emph{Statistical Estimation in Factor Analysis.} Almqvist and Wicksell. > > Lawley, D. N. and Maxwell, A. E. (1971) \emph{Factor Analysis as a > Statistical Method.} Second edition. Butterworths. > > Thomson, G. H. (1951) \emph{The Factorial Analysis of Human Ability.} > London University Press. > } > > \seealso{ > \code{\link{print.loadings}}, > \code{\link{varimax}}, \code{\link{princomp}}, > \code{\link[datasets]{ability.cov}}, \code{\link[datasets]{Harman23.cor}}, > \code{\link[datasets]{Harman74.cor}} > } > > \examples{ > # A little demonstration, v2 is just v1 with noise, > # and same for v4 vs. v3 and v6 vs. v5 > # Last four cases are there to add noise > # and introduce a positive manifold (g factor) > v1 <- c(1,1,1,1,1,1,1,1,1,1,3,3,3,3,3,4,5,6) > v2 <- c(1,2,1,1,1,1,2,1,2,1,3,4,3,3,3,4,6,5) > v3 <- c(3,3,3,3,3,1,1,1,1,1,1,1,1,1,1,5,4,6) > v4 <- c(3,3,4,3,3,1,1,2,1,1,1,1,2,1,1,5,6,4) > v5 <- c(1,1,1,1,1,3,3,3,3,3,1,1,1,1,1,6,4,5) > v6 <- c(1,1,1,2,1,3,3,3,4,3,1,1,1,2,1,6,5,4) > m1 <- cbind(v1,v2,v3,v4,v5,v6) > cor(m1) > factanal(m1, factors=3) # varimax is the default > factanal(m1, factors=3, rotation="promax") > # The following shows the g factor as PC1 > prcomp(m1) > > ## formula interface > factanal(~v1+v2+v3+v4+v5+v6, factors = 3, > scores = "Bartlett")\$scores > > ## a realistic example from Barthlomew (1987, pp. 61-65) > utils::example(ability.cov) > } > \keyword{multivariate} > > --=-hiYzUeWcRJ/+kx41aPIZ-- > > ______________________________________________ > R-devel@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel  Jitterbug compatibility account 2008-10-26 19:10:14 UTC Audit (from Jitterbug): Sun Oct 26 14:10:14 2008 dmurdoch moved from incoming to wishlist  Brian Ripley 2011-03-24 11:25:25 UTC Granted in 2.13.0. Unfortunately no example was provided. Jackie Rosen 2014-02-16 11:43:32 UTC (spam comment removed)`