factor.residuals {psych} | R Documentation |
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.
factor.residuals(r, f)
r |
A correlation matrix |
f |
A factor model matrix |
The basic factor equation is nRn = nFk kFn' + U2. Residuals are just R* = R - F'F.
rstar is the residual correlation matrix.
Maintainer: William Revelle <revelle@northwestern.edu>
factor.pa
, principal
, VSS
, ICLUST