Module NAG_MV_FACTOR in NAGC

• NAGC Information

• Components
  • Documentation from ITL
  • Example from ITL
  • Example-input from ITL
  • Example-output from ITL
  • Local-details from ITL

NAG_MV_FACTOR

 
Computes the maximum likelihood estimates of the parameters of a factor analysis
model. Either the data matrix or a correlation/covariance matrix may be input.
Factor loadings, communalities and residual correlations are returned.
 
Classes  :  L13a . Factor analysis
 
Type     : C subroutine in NAGC library (G03 sublibrary).
Access   : Proprietary. Many implementations available.
Precision: Double.
Note     : This procedure may also be invoked using the name g03cac.
 
Usage    : void nag_mv_factor(Nag_FacMat matrix, Integer n, Integer m,
           double x[], Integer tdx, Integer nvar, Integer isx[], Integer nfac,
           double wt[], double e[], double stat[], double com[], double psi[],
           double res[], double fl[], Integer tdfl, Nag_E04_Opt *options,
           double eps, NagError *fail)
 
See also : nag_opt_bounds_2nd_deriv (e04lbc)
 
Details  : Documentation Example Example-input Example-output
           Local-details
Sites    : (1) ITL
 

Implementation of NAG_MV_FACTOR from NAGC on ITL

 
ITL:       Unix Workstation Network, National Institute of Standards and
           Technology (NIST), Gaithersburg, MD. Available to NIST staff.
 
Precision: Double.
Note     : This procedure may also be invoked using the name g03cac.
 
Access available only to NIST staff on internal Unix systems. They may access this
package provided the /itl tree is cross-mounted.
 
   Link         : cc -I/itl/links/generic/include -o prog prog.c
                  -L/itl/links/generic/{lib lib32 lib64}{/mips3 /mips4}
                  -lnagc -lm
   Local-details: cat /itl/apps/nagclib-6/docs/implementation
   Example-input: cat
                  /itl/apps/nagclib-6/clsol06da/examples/data/g03cace.d
   Documentation: acroread
                  /itl/apps/nagclib-6/docs/NAGdoc/cl/pdf/G03/g03cac_cl05.pdf
   Example-outpu: cat
                  /itl/apps/nagclib-6/clsol06da/examples/results/g03cace.r
   Example      : cat
                  /itl/apps/nagclib-6/clsol06da/examples/source/g03cace.c