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Correction in help(factanal)

3 messages · John Maindonald, Peter Dalgaard

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<<<
Thus factor analysis is in essence a model for the correlation matrix of x,

? = ?'? + ?
This should surely be ? = ??' + ?

Also line 3 under ?Details? says
<<<
for a p?element row-vector x, ?
x is here surely a column vector, albeit the transpose of a row vector
from the data matrix.

cf page 322 of ?Modern Applied Statistics with S?, 4th edn.

John Maindonald             email: john.maindonald at anu.edu.au
phone : +61 2 (6125)3473    fax  : +61 2(6125)5549
Centre for Mathematics & Its Applications, Room 1194,
John Dedman Mathematical Sciences Building (Building 27)
Australian National University, Canberra ACT 0200.
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Right. (Well, I suppose that you could transpose x and Lambda, but then it would have to be  x = f Lambda + epsilon and all the dimensions would be wrong.)

I'll fix this in R-devel.

-pd

  
    
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Done. Actually, I just dropped the row-vector bit. Doesn't seem necessary and the "column vectors stored as matrix rows" issue is (a) well-known and (b) generic to multivariate methods.