[Rd] varimax implementation in stats package

Sebastian Starke s.starke at hzdr.de
Mon Jan 2 08:53:03 CET 2017


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



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