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 "only"
thing to do is to verify that the algorithm does that, not that it is somehow
equivalent to any other algorithm. On the face of it, I would guess that it is
derived ab initio, there is nothing pairwise about the code.
-pd
On 02 Jan 2017, at 08:53 , Sebastian Starke <s.starke at hzdr.de> wrote:
> 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 whereas Kaiser proposed to iteratively compute rotation matrices
between all pairs of factors which does not seem to happen ( at least not
explicitely ) in the R version.
>
> My question now is whether R uses a completely different approach than
Kaiser (if so, then could you please point me to a publication or explanation of
the algorithm used since I wasn't able to find any) or if it is the Kaiser
method just well hidden under quite a bit of clever linear algebra (
explanations on why the methods are equal is also appreciated).
>
> Thanks for any hints or clarifications!
>
> With best regards
>
> Sebastian Starke
>
> ______________________________________________
> R-devel at 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
Office: A 4.23
Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com