factor.residuals: R* = R- F F'
Description
The basic factor or principal components model is that a correlation or covariance matrix may be reproduced by the product of a factor loading matrix times its transpose. Find the residuals of the original minus the reproduced matrix. Used by factor.fit, VSS, ICLUST, etc.Usage
factor.residuals(r, f)
Value
- rstar is the residual correlation matrix.
Details
The basic factor equation is $_nR_n \approx _{n}F_{kk}F_n'+ U^2$. Residuals are just R* = R - F'F.