The R Project SVN R

\name{varimax}
\alias{promax}
\alias{varimax}
\title{Rotation Methods for Factor Analysis}
\description{
  These functions `rotate' loading matrices in factor analysis.
}
\usage{
varimax(x, normalize = TRUE, eps = 1e-5)
promax(x, m = 4)
}
\arguments{
  \item{x}{A loadings matrix, with \eqn{p} rows and \eqn{k < p} columns}
  \item{m}{The power used the target for \code{promax}.  Values of 2 to
    4 are recommended.}
  \item{normalize}{logical. Should Kaiser normalization be performed?
    If so the rows of \code{x} are re-scaled to unit length before
    rotation, and scaled back afterwards.}
  \item{eps}{The tolerance for stopping: the relative change in the sum
    of singular values.}
}
\details{
  These seek a `rotation' of the factors \code{x \%*\% T} that aims to
  clarify the structure of the loadings matrix.  The matrix \code{T}
  is a rotation (possibly with reflection) for \code{varimax}, but a
  general linear transformation for \code{promax}, with the variance of
  the factors being preserved.
}
\value{
  A list with components
  \item{loadings}{The `rotated' loadings matrix, \code{x \%*\% rotmat}.}
  \item{rotmat}{The `rotation matrix.}
}
\references{
  Hendrickson, A. E. and White, P. O. (1964) Promax: a quick method for
  rotation to orthogonal oblique structure. \emph{British Journal of
    Statistical Psychology}, \bold{17}, 65--70.

  Horst, P. (1965) \emph{Factor Analysis of Data Matrices.} Holt,
  Rinehart and Winston.  Chapter 10.

  Kaiser, H. F. (1958) The varimax criterion for analytic rotation in
  factor analysis. \emph{Psychometrika} \bold{23}, 187--200.

  Lawley, D. N. and Maxwell, A. E. (1971) \emph{Factor Analysis as a
    Statistical Method}. Second edition. Butterworths.
}
\author{B. D. Ripley}
\seealso{\code{\link{factanal}}, \code{\link{Harman74.cor}}.}

\examples{
data(swiss)
## varimax with normalize = T is the default
fa <- factanal( ~., 2, data = swiss)
varimax(fa$loadings, normalize = FALSE)
promax(fa$loadings)
}
\keyword{multivariate}