Sets the unique variances.
double array of length nvar containing the unique variances. If this member function is not called, the elements of uniqare set to 0.0. If the iterative methods fail for the unique variances used, new initial estimates should be tried. These may be obtained by use of another factoring method (use the final estimates from the new method as initial estimates in the old method). Another alternative is to call member function VarianceEstimationMethod and set the input argument to 0. This will cause the initial unique variances to be estimated by the code.
FactorAnalysis Class | Imsl.Stat Namespace