XploRe Help : varimax

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library:	stats
See also:

Quantlet:		varimax
Description:		performs a varimax rotation of loadings by maximizing the so-called varimax criterion

Reference(s):

Haerdle W. and Simar, L. (2002). Applied Multivariate Statistical Analysis. Lecture Notes.

Usage:	`rotated = varimax(loadings)`
Input:
	`loadings`	p x k matrix of factor loadings, output of the quantlet factoranalysis
Output:
	`rotated`	p x k matrix of resulting rotated loadings with maximal variance

Note:

Quantlet varimax uses the quantlet varimaxval which actually evaluates the varimax criterion.

Example:

library("nummath") library("xplore") library("stats") y=read("geopol") y=y[,2:11] b=factoranalysis(y,4,"MLM",10) varimax(b.loadings)

Result:

Contents of rotated

[ 1,]  -0.4424  0.01741 -0.017122  0.0047199
[ 2,]  0.38951 -0.39749  0.67045 -0.22299
[ 3,]  6.1545e-05   0.8569 -0.45293 -0.19662
[ 4,]  0.58976 -0.33942  0.31142  0.026127
[ 5,] -0.42262  0.72583 -0.30942 -0.10361
[ 6,]  0.59058  -0.4927  0.12946 -0.27818
[ 7,]  0.41314 -0.75323  0.35781  0.16382
[ 8,]  0.10776 -0.73406  0.13043 -0.12029
[ 9,]  0.28881 -0.28725  0.87375  0.04773
[10,]  0.39155  -0.5741  0.54015 -0.45668

Author: M. Hanek, 20021208 license MD*Tech