Java tutorial
/** * Copyright 2014 J. Patrick Meyer * <p/> * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * <p/> * http://www.apache.org/licenses/LICENSE-2.0 * <p/> * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ package com.itemanalysis.psychometrics.factoranalysis; import java.io.BufferedReader; import java.io.File; import java.io.FileReader; import java.io.IOException; import org.apache.commons.io.FileUtils; import org.apache.commons.math3.linear.Array2DRowRealMatrix; import org.apache.commons.math3.linear.EigenDecomposition; import org.apache.commons.math3.linear.RealMatrix; import org.junit.Test; import com.itemanalysis.psychometrics.measurement.DiagonalMatrix; public class FactorAnalysisTest { /** * Correlation matrix from Harman74.cor$cov in R psych package. * * @return */ private double[][] readHarman74Data() { double[][] harman74 = new double[24][24]; try { File f = FileUtils.toFile(this.getClass().getResource("/testdata/harman74.txt")); BufferedReader br = new BufferedReader(new FileReader(f)); String line = ""; String[] s = null; int row = 0; while ((line = br.readLine()) != null) { s = line.split(","); for (int j = 0; j < s.length; j++) { harman74[row][j] = Double.parseDouble(s[j]); } row++; } br.close(); } catch (IOException ex) { ex.printStackTrace(); } return harman74; } @Test public void eigenValues() { RealMatrix R = new Array2DRowRealMatrix(readHarman74Data()); int nFactors = 2; int nVariables = 24; double[] x = new double[nVariables]; for (int i = 0; i < nVariables; i++) { x[i] = .5; } for (int i = 0; i < nVariables; i++) { R.setEntry(i, i, 1.0 - x[i]); } EigenDecomposition eigen = new EigenDecomposition(R); RealMatrix eigenVectors = eigen.getV().getSubMatrix(0, nVariables - 1, 0, nFactors - 1); double[] ev = new double[nFactors]; for (int i = 0; i < nFactors; i++) { ev[i] = Math.sqrt(eigen.getRealEigenvalue(i)); } DiagonalMatrix evMatrix = new DiagonalMatrix(ev);// USE Apache version // of Diagonal // matrix when // upgrade to // version 3.2 RealMatrix LAMBDA = eigenVectors.multiply(evMatrix); RealMatrix SIGMA = (LAMBDA.multiply(LAMBDA.transpose())); RealMatrix RESID = R.subtract(SIGMA); double sum = 0.0; double squared = 0.0; for (int i = 0; i < RESID.getRowDimension(); i++) { for (int j = 0; j < RESID.getColumnDimension(); j++) { if (i != j) { sum += Math.pow(RESID.getEntry(i, j), 2); } } } System.out.println(sum); // RealMatrix SIGMA = (LAMBDA.multiply(LAMBDA.transpose())); // // System.out.println("SIGMA"); // for(int i=0;i<SIGMA.getRowDimension();i++){ // for(int j=0;j<SIGMA.getColumnDimension();j++){ // System.out.print(SIGMA.getEntry(i, j) + " "); // } // System.out.println(); // } } /* * //@Ignore * * @Test public void harmanTest(){ RealMatrix correlationMatrix = new * Array2DRowRealMatrix(readHarman74Data()); FactorAnalysis fa = new * FactorAnalysis(correlationMatrix, 2); fa.estimateParameters(); * System.out.println(fa.printFactorLoadings()); * * * * } */ }