VarianceEstimationMethod Property

The variance estimation method.

public int VarianceEstimationMethod {get; set;}

An int used to designate the method to be applied for obtaining the initial estimates of the unique variances.

By default, VarianceEstimationMethod is set to 1.

init	Method
0	Initial estimates are taken as the constant 1-nfactors/(2*nvar) divided by the diagonal elements of the inverse of input matrix `cov`.
1	Initial estimates are input by the user in vector `uniq`.

Note that when the factor loading estimation method is PrincipalComponent, the initial estimates in uniq are reset to 0.0.

FactorAnalysis.VarianceEstimationMethod Property