[Rd] Correction in help(factanal)

John Maindonald john.maindonald at anu.edu.au
Fri Nov 14 00:13:37 CET 2014


<<<
Thus factor analysis is in essence a model for the correlation matrix of x,

Σ = Λ'Λ + Ψ
>>>

This should surely be Σ = ΛΛ' + Ψ

Also line 3 under “Details” says
<<<
for a p–element row-vector x, …
>>>

x is here surely a column vector, albeit the transpose of a row vector
from the data matrix.

cf page 322 of “Modern Applied Statistics with S”, 4th edn.

John Maindonald             email: john.maindonald at anu.edu.au
phone : +61 2 (6125)3473    fax  : +61 2(6125)5549
Centre for Mathematics & Its Applications, Room 1194,
John Dedman Mathematical Sciences Building (Building 27)
Australian National University, Canberra ACT 0200.




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