Rotate a Matrix of Component Loadings using the VARIMAX Criterion
varmx
Language Reference for FDA Library

Rotate a Matrix of Component Loadings using the VARIMAX Criterion

DESCRIPTION:

The matrix being rotated contains the values of the component functional data objects computed in either a principal components analysis or a canonical correlation analysis. The values are computed over a fine mesh of argument values.

USAGE:

varmx(amat)

REQUIRED ARGUMENTS:

amat
the matrix to be rotated. The number of rows is equal to the number of argument values nx used in a fine mesh. The number of columns is the number of components to be rotated.

VALUE:

a square rotation matrix of order equal to the number of components that are rotated. A rotation matrix T has that property that T'T = TT' = I.

DETAILS:

The VARIMAX criterion is the variance of the squared component values. As this criterion is maximized with respect to a rotation of the space spanned by the columns of the matrix, the squared loadings tend more and more to be either near 0 or near 1, and this tends to help with the process of labelling or interpreting the rotated matrix.

SEE ALSO:

varmx.pca, varmx.cca