Covariance Structures and Factor Analysis

FNLStat : Covariance Structures and Factor Analysis

Routines

Principal Components

Principal component analysis PRINC

Common principal components for several covariance matrices KPRIN

Factor Analysis

Factor Extraction

Unrotated factor estimates FACTR

Factor Rotation and Summarization

Orthomax rotations FROTA

Procrustes rotation FOPCS

Direct oblimin rotation FDOBL

Promax or Procrustes rotation FPRMX

Harris-Kaiser rotation FHARR

Generalized Crawford-Ferguson rotation FGCRF

Image analysis FIMAG

Factor variances FRVAR

Factor Scores

Factor score coefficients FCOEF

Factor scores FSCOR

Residual Correlation

The residual correlation matrix FRESI

Independence of Sets of Variables and Canonical Correlation Analysis

Test of independence of several sets of variates MVIND

Canonical correlation analysis from raw data CANCR

Canonical correlation analysis from covariance matrix CANVC