[Rd] GPArotation

From: Paul Gilbert <pgilbert_at_bank-banque-canada.ca>
Date: Sat 22 Jan 2005 - 07:48:29 EST


I released a new package called GPArotation in the devel area of CRAN. This package uses the gradient projection algorithm of Bernaards and Jennrich <http://www.stat.ucla.edu/research/gpa> to do factor rotation. The R package is based on code from their web site. Available rotation objective criteria are "oblimin", "quartimin", "target", "pst",
"oblimax", "entropy", "quartimax", "varimax", "simplimax", "bentler",
"tandemI", "tandemII", "geomin", "cf", "infomax" and "mccammon".

I have done a certain amount of testing of "oblimin" and it appears to work well. More extensive testing of all criteria and comparisons with known results would be very much appreciated. Beware that the default is not to do Kaiser normalization, which often is the default for commercial implementations of some of these criteria (but it does not make sense for others).

In superficial testing of some of the criteria I have found that the loadings matrix appears to stabilize in the sense that it does not change when the number of iterations is increased, but the gradient based convergence criterion does not signal convergence. I suspect this is because the gradient is large even in close proximity to the optimum. As many of you are much more familiar with this problem than I am, I would certainly appreciate suggestions for better convergence tests.

Paul Gilbert



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https://stat.ethz.ch/mailman/listinfo/r-devel Received on Sat Jan 22 06:55:32 2005

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