package com.imsl.test.example.stat;

import java.text.*;
import com.imsl.stat.*;
import com.imsl.math.*;
/**
 * <p>Computes the principal components on a 9 variable correlation matrix. </p>
 * <p>This example illustrates the use of the <code>FactorAnalysis</code>
 * class for a nine-variable matrix. The following data were originally analyzed 
 * by Emmett(1949). There are \(211\) observations on \(9\) variables.
 * The <code>PRINCIPAL_COMPONENT_MODEL</code>
 * is selected and the input matrix type selected is a <code>CORRELATION_MATRIX</code>.
 * </p>
 *
 * 
 * @see <a href="FactorAnalysisEx1.java">Code</a>
 * @see <a href="doc-files/FactorAnalysisEx1.out">Output</a>
 */

public class FactorAnalysisEx1 {

    public static void main(String args[]) throws Exception {
        double[][] corr = {
            {1.0, 0.523, 0.395, 0.471, 0.346, 0.426, 0.576, 0.434, 0.639},
            {0.523, 1.0, 0.479, 0.506, 0.418, 0.462, 0.547, 0.283, 0.645},
            {0.395, 0.479, 1.0, 0.355, 0.27, 0.254, 0.452, 0.219, 0.504},
            {0.471, 0.506, 0.355, 1.0, 0.691, 0.791, 0.443, 0.285, 0.505},
            {0.346, 0.418, 0.27, 0.691, 1.0, 0.679, 0.383, 0.149, 0.409},
            {0.426, 0.462, 0.254, 0.791, 0.679, 1.0, 0.372, 0.314, 0.472},
            {0.576, 0.547, 0.452, 0.443, 0.383, 0.372, 1.0, 0.385, 0.68},
            {0.434, 0.283, 0.219, 0.285, 0.149, 0.314, 0.385, 1.0, 0.47},
            {0.639, 0.645, 0.504, 0.505, 0.409, 0.472, 0.68, 0.47, 1.0}
        };
        FactorAnalysis pc = new FactorAnalysis(corr,
                FactorAnalysis.CORRELATION_MATRIX, 9);
        pc.setFactorLoadingEstimationMethod(
                FactorAnalysis.PRINCIPAL_COMPONENT_MODEL);
        pc.setDegreesOfFreedom(100);
        NumberFormat nf = NumberFormat.getInstance();
        nf.setMinimumFractionDigits(4);
        PrintMatrixFormat pmf = new PrintMatrixFormat();
        pmf.setNumberFormat(nf);
        new PrintMatrix("Eigenvalues").print(pmf, pc.getValues());
        new PrintMatrix("Percents").print(pmf, pc.getPercents());
        new PrintMatrix("Standard Errors").print(pmf, pc.getStandardErrors());
        new PrintMatrix("Eigenvectors").print(pmf, pc.getVectors());
        new PrintMatrix("Unrotated Factor Loadings").print(pmf,
                pc.getFactorLoadings());
    }
}