Statistics.OrthogonalRotation Function

Orthogonal rotation of matrix.

Pascal

function OrthogonalRotation(const X: TMtx; const Y: TMtx; const R: TMtx; const Gamma: double = 1.0; const Normalize: boolean = true; const Tolerance: double = SQRTEPS; const MaxIter: Integer = 200): boolean;

File

Statistics

Parameters

Parameters	Description
X	Defines original matrix (to be rotated).
Y	Stores rotated matrix (X*R, where R is calculated rotation matrix).
R	Returns the rotation matrix, used for calculating Y=X*R.
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.

Returns

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