The line is no longer present. It was never documented to be what you are
guessing it to be.
On Sat, 16 Mar 2002 conor@psy.uva.nl wrote:
> Full_Name: conor dolan
> Version: 1.4.0
> OS: windows98
> Submission from: (NULL) (146.50.170.247)
>
>
> On the basis of Lawley and Maxwell's explanation in Factor Analysis as
a
> Statistical Method (London: Butterworth, 1971), the following line in the
promax
> routine (library, mva):
>
> attr(z, "covariance") <- crossprod(U)
>
> should be
>
> attr(z, "covariance") <- solve(crossprod(U))
>
> the attribute as calculated at present is the inverse correlation matrix.
> try following example:
>
> # start example
> l<-matrix(c(.8,.7,.6,0,0,0,0,0,0,.7,.8,.9),6,2)
> y<-matrix(c(1,.4,.4,1),2,2)
> s1<-l%*%y%*%t(l)
> t<-diag(1,6)-diag(diag(s1))
> s1<-s1+t
> library(mva)
> res1<-factanal(cov=s1,factors=2)
> l1<-res1$loadings
> # note: the parameter m is set to a relatively large value
> # to ensure that almost exact values are recovered (try m=20, and compare
> results)
> res2<-promax(l1,m=10)
> y2<-attr(res2$loadings,"covariance")
> print(" true common factor inter correlation matrix ")
> print(y)
> print(" attr designated `covariance` ")
> print(y2)
> print("inverse of latter ")
> print(solve(y2))
> # end example
>
>
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--
Brian D. Ripley, ripley@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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