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

Public Sub New ( 
	cov As Double(,),
	matrixType As FactorAnalysis.MatrixType,
	nfactors As Integer
)

public:
FactorAnalysis(
	array<double,2>^ cov, 
	FactorAnalysis. MatrixType matrixType, 
	int nfactors
)

new : 
        cov : float[,] * 
        matrixType : FactorAnalysis. MatrixType * 
        nfactors : int -> FactorAnalysis

Parameters

cov

Type:System.Double[,]
A double matrix containing the covariance or correlation matrix.

matrixType

Type: Imsl.Stat.FactorAnalysis.MatrixType
An int scalar indicating the type of matrix that is input.

nfactors

Type: System.Int32
An int scalar indicating the number of factors in the model.

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.

Reference