Home > hfrc > matlab > utility > varimax.m

# varimax

## PURPOSE

VARIMAX - Rotate EOF's according to varimax algorithm

## SYNOPSIS

function [x, r] = varimax( x, normalize, tol, it_max )

## DESCRIPTION

``` VARIMAX - Rotate EOF's according to varimax algorithm

This is actually a generic varimax routine and knows nothing special about
Component Time Series) for the truncated basis of eigenvectors (EOFs), but
they could also be the EOFs*diag(L)^(1/2) (in the case of rotation in
sample space).

where all but the loadings are optional.  rotmax is the rotation matrix used.

normalize determines whether or not to normalize the rows or columns of
the rows are normalized by there individual lengths.  Otherwise, no
normalization is performed (default).  After rotation, the matrix is
renormalized. Normalizing over the rows corresponds to the Kaiser
normalization often used in factor analysis.

tolerance defaults to 1e-10 if not given.  it_max specifies the maximum
number of iterations to do - defaults to 1000.

After the varimax rotation is performed, the new EOFs (in the case that
the EC's were rotated - state space) can be found by new_eofs =
eofs*rotmax.

This function is derived from the R function varimax in the mva
library.

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

\$Id: varimax.m,v 1.4 2002-10-10 00:28:30 dmk Exp \$

Copyright (C) 2002 David M. Kaplan
Licence: GPL

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%```

## CROSS-REFERENCE INFORMATION

This function calls:
• end END - basic end method for HFRC objects.
• size SIZE - returns [ (num times), (num gridpts) ].
This function is called by:

Generated on Mon 18-Dec-2006 07:26:46 by m2html © 2003