[Rd] Correction in help(factanal)
peter dalgaard
pdalgd at gmail.com
Fri Nov 14 11:55:43 CET 2014
Done. Actually, I just dropped the row-vector bit. Doesn't seem necessary and the "column vectors stored as matrix rows" issue is (a) well-known and (b) generic to multivariate methods.
> On 14 Nov 2014, at 10:09 , peter dalgaard <pdalgd at gmail.com> wrote:
>
> 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.
>
> -pd
>
>> 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
>> Centre for Mathematics & Its Applications, Room 1194,
>> John Dedman Mathematical Sciences Building (Building 27)
>> Australian National University, Canberra ACT 0200.
>>
>>
>> ______________________________________________
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>> 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
> Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com
>
>
>
>
>
>
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>
--
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com
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