r语言因子分析（R language factor analysis）.docVIP

r语言因子分析（R language factor analysis） Today is to understand what exactly is the factor analysis. Cut the crap, see the R language powerful! Factor analysis (factor analysis) is a generalization of principal component analysis and development, but also a dimension reduction method. A class is used to analyze the factors hidden behind the phenomenon on the surface of statistical model. Factor analysis is the internal study of correlation matrix or covariance matrix of dependence, it will be more comprehensive variables for a few factors related to the relationship between the variables and the factors of the reproduction of the original. Note: the hidden behind the phenomenon on the surface factor What is an example of factor analysis Suppose there are n students in P subjects, X1, X2,...... Xp said, P subjects, Xi= (Xi1, xi2,...... XIP, i=1, 2, 3)...... N. The I students in P subjects, is to analyze the main factors which decide the learning ability of students. All the subjects with m X factor, such as factor, mathematical memory factor calculation factor, denoted F1, f2,...... That is, FM. Xi=ai1*f1+ai2*f2+...... +aim*fm+@, i=1,2,...... P. Using this m cannot be observed by unrelated public factor F1, f2,...... FM, (also known as latent factor) related variables and a special factor @ to describe the original measurable (subject) X1, X2,...... Xp. Analysis and explanation of the learning ability of students, their coefficient Ai1, ai2,...... AIP, known as the factor loadings, said I of the subjects in the m aspects. The above is the construction of the factor model. Summary: the factor analysis is mainly used in two aspects: 1 for the basic structure, simplified system of observation object would be perplexing relations (variable or sample) integrated into several factors (unobservable random variable), to reproduce the intrinsic link between the factors and the original variables; For classification, classification of P variable or n samples; Factor analysis accord