FactorAnalysis Constructor |
Constructor for FactorAnalysis.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public FactorAnalysis(
double[,] cov,
FactorAnalysisMatrixType matrixType,
int nfactors
)
Public Sub New (
cov As Double(,),
matrixType As FactorAnalysisMatrixType,
nfactors As Integer
)
public:
FactorAnalysis(
array<double,2>^ cov,
FactorAnalysisMatrixType matrixType,
int nfactors
)
new :
cov : float[,] *
matrixType : FactorAnalysisMatrixType *
nfactors : int -> FactorAnalysis
Parameters
- cov
- Type: SystemDouble
A double matrix containing the covariance or correlation
matrix.
- matrixType
- Type: Imsl.StatFactorAnalysisMatrixType
An int scalar indicating the type of matrix that is input.
- nfactors
- Type: SystemInt32
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.
See Also