<<< 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
