[R] Factor Analysis

Andri.Cantieni@ubsw.com Andri.Cantieni at ubsw.com
Mon Aug 7 11:21:08 CEST 2000

     Is there a function available who can calculate true factor analysis?? 
     Estimation equation looks like follows:
     cov(X)=g1^2*x1*x2(transposed)+ g2^2*x2*x2(transposed)+cov(errorterm);
     while x are vectors to be estimated, g(i) are scalars and the
     errorterm is a diagonalmatrix.
     Andri Cantieni
     UBS Warburg

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