[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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