Performs simultaneous orthomax rotation of two matrices (using one rotation matrix).
orthmax2(A1, A2, gamma1, gamma2, conv = 1e-06)
A numeric matrix.
A numeric matrix, with the same number of columns as A1
orthmax parameter for A1
orthmax parameter for A1
Convergence criterion (default is conv=1e-6
)
A list with the following elements will be returned:
B1
rotated version of A1
B2
rotated version of A2
T
rotation matrix
f
orthomax function value
The function to be maximized is
sum((A1^2) - 1/nrow(A1) * gamma1 * sum((sum(A1^2))^2))^2 + sum((A2^2) - 1/nrow(A2) * gamma2 * sum((sum(A2^2))^2))^2
.