View Full Version : Varimax rotation in IMSL C#?

06-28-2007, 08:14 AM
I'm looking for the equivalent of R's varimax function (to do a varimax rotation with the loadings from a principal component analysis). I've searched the PDF manual and help file for "varimax" without success.

In a Google search, I found a reference to an IMSL function "FROTA" (which has apparently been around for a long while), but I have the feeling that's a IMSL FORTRAN function.

Can someone give me a shove in the right direction for the proper IMSL C# function?


06-28-2007, 10:02 AM
There are two functions in the IMSL Fortran library that may be applicable: FROTA and FHARR. Neither of these have been ported to the other libraries, however. We can certainly file an enhancement request to get them on the list for a future version.

06-28-2007, 10:11 AM
Thanks for the response. I guess I'll code it up myself.