Re: [R] Factor Analysis

[Spencer Graves]

To obtain an nonsingular estimate of an (n x n) covariance or 
correlation matrix, you need at least (n+1) observations.  However, you 
can obtain estimates of the largest k singular values or eigenvalues 
with only (k+1) observations.  The principal components routine must use 
something like "eigen" or "svd", which does not require a nonsingular 
covariance matrix.

Spencer Graves

[EMAIL PROTECTED] wrote:
Hello,

I am encountering a problem while doing factor analysis in R. I am using
correlation matrix of the performance data of funds.And it gives me error
message saying singular matrix in use. Now when I try to find the
determinant of this matrix it is indeed singular. The problem is when I use
same matrix for principal component analysis it works. I was wondering if
any of you could help me with this.
Rahul Maniar

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