varimax {stats}R Documentation

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

x

A loadings matrix, with p rows and k < p columns

m

The power used the target for promax. Values of 2 to 4 are recommended.

normalize

logical. Should Kaiser normalization be performed? If so the rows of x are re-scaled to unit length before rotation, and scaled back afterwards.

eps

The tolerance for stopping: the relative change in the sum of singular values.

Details

These seek a ‘rotation’ of the factors x %*% T that aims to clarify the structure of the loadings matrix. The matrix T is a rotation (possibly with reflection) for varimax, but a general linear transformation for promax, with the variance of the factors being preserved.

Value

A list with components

loadings

The ‘rotated’ loadings matrix, x %*% rotmat, of class "loadings".

rotmat

The ‘rotation’ matrix.

References

Hendrickson AE, White PO (1964). “PROMAX: A Quick Method for Rotation to Oblique Simple Structure.” British Journal of Statistical Psychology, 17(1), 65–70. doi:10.1111/j.2044-8317.1964.tb00244.x.

Horst P (1965). Factor Analysis of Data Matrices. Holt, Rinehart and Winston.

Kaiser HF (1958). “The Varimax Criterion for Analytic Rotation in Factor Analysis.” Psychometrika, 23(3), 187–200. doi:10.1007/BF02289233.

Lawley DN, Maxwell AE (1971). Factor Analysis as a Statistical Method, 2nd edition. Butterworth & Co Publishers Ltd. ISBN 978-0408701525.

See Also

factanal, Harman74.cor.

Examples

## varimax with normalize = TRUE is the default
fa <- factanal( ~., 2, data = swiss)
varimax(loadings(fa), normalize = FALSE)
promax(loadings(fa))

[Package stats version 4.6.0 Index]