Done. Actually, I just dropped the row-vector bit. Doesn't seem necessary and the "column vectors stored as matrix rows" issue is (a) well-known and (b) generic to multivariate methods.
> On 14 Nov 2014, at 10:09 , peter dalgaard <pda...@gmail.com> wrote: > > Right. (Well, I suppose that you could transpose x and Lambda, but then it > would have to be x = f Lambda + epsilon and all the dimensions would be > wrong.) > > I'll fix this in R-devel. > > -pd > >> On 14 Nov 2014, at 00:13 , John Maindonald <john.maindon...@anu.edu.au> >> wrote: >> >> <<< >> Thus factor analysis is in essence a model for the correlation matrix of x, >> >> Σ = Λ'Λ + Ψ >>>>> >> >> This should surely be Σ = ΛΛ' + Ψ >> >> Also line 3 under “Details” says >> <<< >> for a p–element row-vector x, … >>>>> >> >> x is here surely a column vector, albeit the transpose of a row vector >> from the data matrix. >> >> cf page 322 of “Modern Applied Statistics with S”, 4th edn. >> >> John Maindonald email: john.maindon...@anu.edu.au >> phone : +61 2 (6125)3473 fax : +61 2(6125)5549 >> Centre for Mathematics & Its Applications, Room 1194, >> John Dedman Mathematical Sciences Building (Building 27) >> Australian National University, Canberra ACT 0200. >> >> >> ______________________________________________ >> R-devel@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-devel > > -- > Peter Dalgaard, Professor, > Center for Statistics, Copenhagen Business School > Solbjerg Plads 3, 2000 Frederiksberg, Denmark > Phone: (+45)38153501 > Email: pd....@cbs.dk Priv: pda...@gmail.com > > > > > > > > -- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
