factor.model: Find R = F F' + U2 is the basic factor model
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 this reproduced matrix. Used by factor.fit, VSS, ICLUST, etc.
Usage
factor.model(f,Phi=NULL,U2=TRUE)
Arguments
f
A matrix of loadings.
Phi
A matrix of factor correlations
U2
Should the diagonal be model by ff' (U2 = TRUE) or replaced with 1's (U2 = FALSE)
Value
A correlation or covariance matrix.
References
Gorsuch, Richard, (1983) Factor Analysis. Lawrence Erlebaum Associates.