\name{principalAxis}
\alias{principalAxis}
\title{ Principal Axis Analysis }

\description{
The \code{PrincipalAxis} function returns a principal axis analysis without
iterated communalities estimates. Three different choices of communalities
estimates are given: maximum corelation, multiple correlation or estimates based
on the sum of the squared principal component analysis loadings. Generally statistical
packages initialize the the communalities at the multiple correlation value (usual inverse or generalized inverse).
Unfortunately, this strategy cannot deal with singular correlation or covariance matrices.
If a generalized inverse, the maximum correlation or the estimated communalities based on the sum of loading
are used instead, then a solution can be computed.
}

\usage{
principalAxis(R,
nFactors=2,
communalities="component")
}

\arguments{
\item{R}{             numeric:   correlation or covariance matrix}
\item{nFactors}{      numeric:   number of factors to retain}
\item{communalities}{ character: initial values for communalities
(\code{"component", "maxr", "ginv" or "multiple"})}
}

\value{
\item{values}{       numeric: variance of each component/factor }
\item{varExplained}{ numeric: variance explained by each component/factor }
\item{varExplained}{ numeric: cumulative variance explained by each component/factor }
}

\references{
Kim, J.-O. and Mueller, C. W. (1978). \emph{Introduction to factor analysis. What it
is and how to do it}. Beverly Hills, CA: Sage.

Kim, J.-O. and Mueller, C. W. (1987). \emph{Factor analysis. Statistical methods and
practical issues}. Beverly Hills, CA: Sage.
}

\seealso{
}

\author{
Gilles Raiche \cr
Centre sur les Applications des Modeles de Reponses aux Items (CAMRI) \cr
Universite du Quebec a Montreal\cr
\email{raiche.gilles@uqam.ca}, \url{http://www.er.uqam.ca/nobel/r17165/}
}

\examples{
# .......................................................
# Example from Kim and Mueller (1978, p. 10)
# Population: upper diagonal
# Simulated sample: lower diagnonal
R <- matrix(c( 1.000, .6008, .4984, .1920, .1959, .3466,
.5600, 1.000, .4749, .2196, .1912, .2979,
.4800, .4200, 1.000, .2079, .2010, .2445,
.2240, .1960, .1680, 1.000, .4334, .3197,
.1920, .1680, .1440, .4200, 1.000, .4207,
.1600, .1400, .1200, .3500, .3000, 1.000),
nrow=6, byrow=TRUE)

# Factor analysis: Principal axis factoring
# without iterated communalities -
# Kim and Mueller (1978, p. 21)
# Replace upper diagonal with lower diagonal
RU <- diagReplace(R, upper=TRUE)
principalAxis(RU, nFactors=2, communalities="component")
principalAxis(RU, nFactors=2, communalities="maxr")
principalAxis(RU, nFactors=2, communalities="multiple")
# Replace lower diagonal with upper diagonal
RL <- diagReplace(R, upper=FALSE)
principalAxis(RL, nFactors=2, communalities="component")
principalAxis(RL, nFactors=2, communalities="maxr")
principalAxis(RL, nFactors=2, communalities="multiple")
# .......................................................
}

\keyword{ multivariate }