"VSS" <- function (x,n=8,rotate="varimax",diagonal=FALSE,pc="pa",n.obs=NULL,...) #apply the Very Simple Structure Criterion for up to n factors on data set x #x is a data matrix #n is the maximum number of factors to extract (default is 8) #rotate is a string "none" or "varimax" for type of rotation (default is "none" #diagonal is a boolean value for whether or not we should count the diagonal (default=FALSE) # ... other parameters for factanal may be passed as well #e.g., to do VSS on a covariance/correlation matrix with up to 8 factors and 3000 cases: #VSS(covmat=msqcovar,n=8,rotate="none",n.obs=3000) { #start Function definition #first some preliminary functions #complexrow sweeps out all except the c largest loadings #complexmat applies complexrow to the loading matrix complexrow <- function(x,c) #sweep out all except c loadings { n=length(x) #how many columns in this row? temp <- x #make a temporary copy of the row x <- rep(0,n) #zero out x for (j in 1:c) { locmax <- which.max(abs(temp)) #where is the maximum (absolute) value x[locmax] <- sign(temp[locmax])*max(abs(temp)) #store it in x temp[locmax] <- 0 #remove this value from the temp copy } return(x) #return the simplified (of complexity c) row } complexmat <- function(x,c) #do it for every row (could tapply somehow?) { nrows <- dim(x)[1] ncols <- dim(x)[2] for (i in 1:nrows) {x[i,] <- complexrow(x[i,],c)} #simplify each row of the loading matrix return(x) } #now do the main Very Simple Structure routine complexfit <- array(0,dim=c(n,n)) #store these separately for complex fits complexresid <- array(0,dim=c(n,n)) vss.df <- data.frame(dof=rep(0,n),chisq=0,prob=0,sqresid=0,fit=0) #keep the basic results here if (dim(x)[1]!=dim(x)[2]) { n.obs <- dim(x)[1] x <- cor(x,use="pairwise") } else {if(!is.matrix(x)) x <- as.matrix(x)} # if given a rectangular if(is.null(n.obs)) {message("n.obs was not specified and was arbitrarily set to 1000. This only affects the chi square values.") n.obs <- 1000} if (n > dim(x)[2]) {n <- dim(x)[2]} #in cases where there are very few variables for (i in 1:n) #loop through 1 to the number of factors requested { if(!(pc=="pc")) { if ( pc=="pa") { f <- factor.pa(x,i,rotate=rotate,n.obs=n.obs,...) #do a factor analysis with i factors and the rotations specified in the VSS call if (i==1) {original <- x #just find this stuff once sqoriginal <- original*original #squared correlations totaloriginal <- sum(sqoriginal) - diagonal*sum(diag(sqoriginal) ) #sum of squared correlations - the diagonal }} else { f <- factanal(factors=i,rotation=rotate,covmat=x,n.obs=n.obs,...) #do a factor analysis with i factors and the rotations specified in the VSS call if (i==1) {original <- x #just find this stuff once sqoriginal <- original*original #squared correlations totaloriginal <- sum(sqoriginal) - diagonal*sum(diag(sqoriginal) ) #sum of squared correlations - the diagonal }} } else {f <- principal(x,i) if (i==1) {original <- x #the input to pc is a correlation matrix, so we don't need to find it again sqoriginal <- original*original #squared correlations totaloriginal <- sum(sqoriginal) - diagonal*sum(diag(sqoriginal) ) #sum of squared correlations - the diagonal } if((rotate=="varimax") & (i>1)) {f <- varimax(f$loadings)} else { if((rotate=="promax") & (i>1)) {f <- promax(f$loadings)} }} load <- as.matrix(f$loadings ) #the loading matrix model <- load %*% t(load) #reproduce the correlation matrix by the factor law R= FF' residual <- original-model #find the residual R* = R - FF' sqresid <- residual*residual #square the residuals totalresid <- sum(sqresid)- diagonal * sum(diag(sqresid) ) #sum squared residuals - the main diagonal fit <- 1-totalresid/totaloriginal #fit is 1-sumsquared residuals/sumsquared original (of off diagonal elements if ((pc!="pc")) { vss.df[i,1] <- f$dof #degrees of freedom from the factor analysis vss.df[i,2] <- f$STATISTIC #chi square from the factor analysis vss.df[i,3] <- f$PVAL #probability value of this complete solution } vss.df[i,4] <- totalresid #residual given complete model vss.df[i,5] <- fit #fit of complete model #now do complexities -- how many factors account for each item for (c in 1:i) { simpleload <- complexmat(load,c) #find the simple structure version of the loadings for complexity c model <- simpleload%*%t(simpleload) #the model is now a simple structure version R ? SS' residual <- original- model #R* = R - SS' sqresid <- residual*residual totalsimple <- sum(sqresid) -diagonal * sum(diag(sqresid)) #default is to not count the diagonal simplefit <- 1-totalsimple/totaloriginal complexresid[i,c] <-totalsimple complexfit[i,c] <- simplefit } } #end of i loop for number of factors vss.stats <- data.frame(vss.df,cfit=complexfit,cresidual=complexresid) return(vss.stats) } #end of VSS function