Method: Statsample::Factor.anti_image_covariance_matrix

Defined in:
lib/statsample/factor.rb

.anti_image_covariance_matrix(matrix) ⇒ Object

Anti-image covariance matrix. Useful for inspection of desireability of data for factor analysis. According to Dziuban & Shirkey (1974, p.359): 

"If this matrix does not exhibit many zero off-diagonal elements,
the investigator has evidence that the correlation
matrix is not appropriate for factor analysis."



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# File 'lib/statsample/factor.rb', line 36

def self.anti_image_covariance_matrix(matrix)
  s2=Matrix.diagonal(*(matrix.inverse.diagonal)).inverse
  aicm=(s2)*matrix.inverse*(s2)
  aicm.extend(Statsample::CovariateMatrix)
  aicm.fields=matrix.fields if matrix.respond_to? :fields
  aicm
end