Summary
Orthogonal rotation of matrix.
Unit
Statistics
Declaration
Function OrthogonalRotation(X, Y: TMtx; R: TMtx; Gamma: TSample = 1.0; Normalize: boolean = true; Tolerance: TSample = SQRTEPS; MaxIter: Integer = 200): boolean;
| Parameter | Description |
|---|
| X | Defines original matrix (to be rotated). |
| Y | Stores rotated matrix (X*R, where R is calculated rotation matrix). |
| Gamma | Defines different types of Varimax rotation (see above). |
| Normalize | If true, X matrix is normalized (by rows) prior to rotation. After the rotation the result is then renormalized. |
| Tolerance | Convergence tolerance in iteration algorithm. |
| MaxIter | Maximum number of rotations. Together with Tolerance parameter it defines convergence criteria. |
| R | Returns the rotation matrix, used for calculating Y=X*R. |
Result
true, if number of rotation did not exceed maximum number of iterations for rotation.
Description
Performs orthogonal rotation of X matrix. Based on the Gamma parameter value, the following rotations can be performed:
- Gamma = 1 => Varimax rotation
- Gamma <> 1 => Orthomax rotation
- Gamma = X.Cols div 2 => Equimax rotation
- Gamma = 0 => Quartimax rotation
Categories
Multivariate analysis routines| Copyright 2008 Dew Research |
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