From pdalgd at gmail.com  Mon Jan  2 15:16:07 2017
From: pdalgd at gmail.com (peter dalgaard)
Date: Mon, 2 Jan 2017 15:16:07 +0100
Subject: [Rd] varimax implementation in stats package
In-Reply-To: <997c2d29-d3fb-e930-bfe7-fc93b4fbdbfb@hzdr.de>
References: <997c2d29-d3fb-e930-bfe7-fc93b4fbdbfb@hzdr.de>
Message-ID: <A1EFF837-49A9-4C85-BB2F-DDD0F03CF1CB@gmail.com>

factanal() was originally in MASS which is support software for Venables & Ripley (2002). They have Bartholomew & Knott (1999) as the main reference for factor analysis, so that would be a place to look (I don't have it to hand). 

At any rate, varimax optimizes a well-defined criterion, so the "only" thing to do is to verify that the algorithm does that, not that it is somehow equivalent to any other algorithm. On the face of it, I would guess that it is derived ab initio, there is nothing pairwise about the code.

-pd

On 02 Jan 2017, at 08:53 , Sebastian Starke <s.starke at hzdr.de> wrote:

> Hello,
> 
> recently I was looking at the implementation of the "varimax" rotation procedure from the "stats" package and to me it looks quite different from the algorithm originally suggested by Kaiser in 1958.
> 
> The R procedure iteratively uses singular value decompositions of some matrices whereas Kaiser proposed to iteratively compute rotation matrices between all pairs of factors which does not seem to happen ( at least not explicitely ) in the R version.
> 
> My question now is whether R uses a completely different approach than Kaiser (if so, then could you please point me to a publication or explanation of the algorithm used since I wasn't able to find any) or if it is the Kaiser method just well hidden under quite a bit of clever linear algebra ( explanations on why the methods are equal is also appreciated).
> 
> Thanks for any hints or clarifications!
> 
> With best regards
> 
> Sebastian Starke
> 
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel

-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Office: A 4.23
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com



[Rd] varimax implementation in stats package
peter dalgaard