statsmodels.multivariate.factor_rotation.promax(A, k=2)
[source]
Performs promax rotation of the matrix \(A\).
This method was not very clear to me from the literature, this implementation is as I understand it should work.
Promax rotation is performed in the following steps:
First, varimax rotation a target matrix \(H\) is determined with orthogonal varimax rotation. Then, oblique target rotation is performed towards the target.
Parameters: |
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[1] Browne (2001) - An overview of analytic rotation in exploratory factor analysis
[2] Navarra, Simoncini (2010) - A guide to emprirical orthogonal functions for climate data analysis
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.multivariate.factor_rotation.promax.html