IMSL C# Numerical Library

FactorAnalysis.GetVariances Method 

Returns the unique variances.

public double[] GetVariances();

Return Value

A double array containing the unique variances.

Exceptions

Exception Type Condition
RankException is thrown if the rank of the covariance matrix is less than the number of factors.
NoDegreesOfFreedomException is thrown if there are no degrees of freedom for the significance testing.
NotSemiDefiniteException is thrown if the Hessian matrix not semi-definite.
NotPositiveSemiDefiniteException is thrown if the covariance matrix is not positive semi-definite.
NotPositiveDefiniteException is thrown if the covariance matrix is not positive definite because a variable is linearly releated to other variables.
SingularException is thrown if the covariance matrix is singular.
BadVarianceException is thrown if the input variance is not in the allowed range.
EigenvalueException is thrown if an error occured in calculating the eigenvalues of the adjusted (inverse) covariance matrix. Check the input covariance matrix.
NonPositiveEigenvalueException is thrown if in alpha factor analysis an eigenvalue is not positive. As all eigenvalues corresponding to the factors must be positive, either the number of factors must be reduced, or new initial estimates for the unique variances must be given.

See Also

FactorAnalysis Class | Imsl.Stat Namespace