IMSL C# Numerical Library

FactorAnalysis Constructor 

Constructor for FactorAnalysis.

public FactorAnalysis(
   double[,] cov,
   MatrixType matrixType,
   int nfactors
);

Parameters

cov
A double matrix containing the covariance or correlation matrix.
matrixType
An int scalar indicating the type of matrix that is input.
nfactors
An int scalar indicating the number of factors in the model.

Remarks

FactorAnalysis.matrixType can specify a VarianceCovariance or Correlation matrix.

If nfactors is not known in advance, several different values of nfactors should be used, and the most reasonable value kept in the final solution. Since, in practice, the non-iterative methods often lead to solutions which differ little from the iterative methods, it is usually suggested that a non-iterative method be used in the initial tages of the factor analysis, and that the iterative methods be used once issues such as the number of factors have been resolved.

Exceptions

Exception Type Condition
ArgumentException is thrown if x.GetLength(0), and x.GetLength(1) are equal to 0

See Also

FactorAnalysis Class | Imsl.Stat Namespace