[Rd] Correction in help(factanal)
pdalgd at gmail.com
Fri Nov 14 10:09:26 CET 2014
Right. (Well, I suppose that you could transpose x and Lambda, but then it would have to be x = f Lambda + epsilon and all the dimensions would be wrong.)
I'll fix this in R-devel.
> On 14 Nov 2014, at 00:13 , John Maindonald <john.maindonald at anu.edu.au> wrote:
> 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
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