[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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