public class FactorAnalysis extends Object
factanal
.Modifier and Type | Class and Description |
---|---|
static class |
FactorAnalysis.ScoringRule
These are the different ways to compute the factor analysis scores.
|
Constructor and Description |
---|
FactorAnalysis(Matrix data,
int nFactors)
Performs factor analysis on the data set, using Bartlett's weighted
least-squares scores, and sample correlation matrix.
|
FactorAnalysis(Matrix data,
int nFactors,
FactorAnalysis.ScoringRule rule)
Performs factor analysis on the data set with a user defined scoring
rule.
|
FactorAnalysis(Matrix data,
int nFactors,
FactorAnalysis.ScoringRule rule,
Matrix S)
Performs factor analysis on the data set with a user defined scoring rule
and a user defined covariance (or correlation) matrix.
|
Modifier and Type | Method and Description |
---|---|
FAEstimator |
getEstimators(int maxIterations)
Gets the estimators (estimated psi, loading matrix, degree of freedom,
test statistics, p-value, etc) obtained from the factor analysis, given
the maximum number of iterations.
|
FAEstimator |
getEstimators(Vector initial,
int maxIterations)
Gets the estimators (estimated psi, loading matrix, degree of freedom,
test statistics, p-value, etc) obtained from the factor analysis, given
the initial psi and the maximum number of iterations.
|
int |
nFactors()
Gets the number of factors.
|
int |
nObs()
Gets the number of observations.
|
int |
nVariables()
Gets the number of variables in the original data set.
|
ImmutableMatrix |
S()
Gets the covariance (or correlation) matrix.
|
FactorAnalysis.ScoringRule |
scoringRule()
Gets the scoring rule.
|
public FactorAnalysis(Matrix data, int nFactors, FactorAnalysis.ScoringRule rule, Matrix S)
data
- the data setnFactors
- the number of factorsrule
- the scoring ruleS
- a covariance (or correlation) matrix, usually taken to be
the covariance (or correlation) matrix of the data
set. Using a
correlation matrix amounts to scaling the original data setpublic FactorAnalysis(Matrix data, int nFactors, FactorAnalysis.ScoringRule rule)
data
- the data setnFactors
- the number of factorsrule
- the scoring rulepublic FactorAnalysis(Matrix data, int nFactors)
data
- the data setnFactors
- the number of factorspublic ImmutableMatrix S()
public int nObs()
public int nVariables()
public int nFactors()
public FactorAnalysis.ScoringRule scoringRule()
public FAEstimator getEstimators(int maxIterations)
maxIterations
- the maximum number of iterationspublic FAEstimator getEstimators(Vector initial, int maxIterations)
initial
- the initial values of psimaxIterations
- the maximum number of iterationsCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.