statsmodels.multivariate.factor_rotation.target_rotation¶
-
statsmodels.multivariate.factor_rotation.target_rotation(A, H, full_rank=
False
)[source]¶ Analytically performs orthogonal rotations towards a target matrix, i.e., we minimize:
where
is an orthogonal matrix. This problem is also known as an orthogonal Procrustes problem.Under the assumption that
has full rank, the analytical solution is given by:see Green (1952). In other cases the solution is given by
, where and result from the singular value decomposition of :see Schonemann (1966).
References
[1] Green (1952, Psychometrika) - The orthogonal approximation of an oblique structure in factor analysis
[2] Schonemann (1966) - A generalized solution of the orthogonal procrustes problem
[3] Gower, Dijksterhuis (2004) - Procrustes problems
Last update:
Feb 19, 2025