A loadings matrix, with \(p\) rows and \(k < p\) columns
m
The power used the target for promax. Values of 2 to
4 are recommended.
normalize
logical. Should Kaiser normalization be performed?
If so the rows of x are re-scaled to unit length before
rotation, and scaled back afterwards.
eps
The tolerance for stopping: the relative change in the sum
of singular values.
Value
A list with components
loadings
The ‘rotated’ loadings matrix,
x %*% rotmat, of class "loadings".
rotmat
The ‘rotation’ matrix.
Details
These seek a ‘rotation’ of the factors x %*% T that
aims to clarify the structure of the loadings matrix. The matrix
T is a rotation (possibly with reflection) for varimax,
but a general linear transformation for promax, with the
variance of the factors being preserved.
References
Hendrickson, A. E. and White, P. O. (1964) Promax: a quick method for
rotation to orthogonal oblique structure. British Journal of
Statistical Psychology, 17, 65--70. Horst, P. (1965) Factor Analysis of Data Matrices. Holt,
Rinehart and Winston. Chapter 10. Kaiser, H. F. (1958) The varimax criterion for analytic rotation in
factor analysis. Psychometrika23, 187--200. Lawley, D. N. and Maxwell, A. E. (1971) Factor Analysis as a
Statistical Method. Second edition. Butterworths.