[R] Factor Analysis

[Andri.Cantieni@ubsw.com]

     Hi
     
     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.
     
     Thanks 
     
     Andri Cantieni
     
     UBS Warburg
     Switzerland


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