Dear R users,
I have some question about Varimax rotation of the loadings obtained from a
PCA.
Imagine X is a field where the rows are the observations and the columns are
the variables. I obtain the loadings (L), the principal components (PC) and
the percentage of the variance for each mode (PVar) from PCA. I would like
to do a varimax rotation in order to find an easiest physical interpretation
of the results. A way to do this task is to use the varimax function. I
apply this function to the loadings as:
L_varimax = L %*% varimax(L)$rotmat
Now I would like to calculate the rotated principal components. It is
possible to calculate it as pcs_varimax = scale(X) %*% L_varimax? If I do
it, the standard desviation of the rotated principal components are not
equal to 1. How can I solve it? How can I get the percentage of the variance
for each rotated principal component?
Thanks in advance
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