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Varimax Rotation [message #60412]

Tue, 13 May 2008 06:57

David Fanning
Messages: 11724
Registered: August 2001

Senior Member

Folks,

I made the mistake of becoming somewhat familiar with EOF
(empirical orthogonal function) analysis recently. As a
result, I have been asked to investigate the possibility
of doing "rotated" EOF analysis. In this technique, you
take a handful of the eigenvectors that come out of the
EOF analysis, and rotate them in a way that reapportions
the variance between them. The most popular rotation
method is called "varimax rotation." This is apparently
the method used in a Matlab command named roteofs.

Naturally, I am looking for an IDL implementation of
this technique, if such a thing exists. My math skills
are improving, but I still appreciate the cheat sheets. :-)

Cheers,

David
--
David Fanning, Ph.D.
Fanning Software Consulting, Inc.
Coyote's Guide to IDL Programming (www.dfanning.com)
Sepore ma de ni thui. ("Perhaps thou speakest truth.")

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