I have put a preliminary version of factanal in a package at
http://www.stat.ox.ac.uk/pub/R/fa_0.1-1.tar.gz
and would appreciate feedback. In particular
1) What else you might want. Please give precise references with
algorithmic details, as that has been a major problem for me.
2) Some convincing examples of factor analysis. Most (literally) of the
ones I have looked at are local maxima, not global maxima, and the latter
(or the best guess at) are much less convincing.
I should say that more than 50% of the published examples I have
re-analyzed I am convinced are wrong, in that they failed to optimize the
likelihood or rotation criterion. So checking this against other packages
has been frustrating. It cross-checks pretty well against S-PLUS.
[As history, this is based on some code I wrote in 1995 to cross-check
S-PLUS when I first came across the discrepancies.]
All being well, a descendant of this will go into package mva in R 1.2.1.
--
Brian D. Ripley, ripley at 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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