require 'statsample' Statsample::Analysis.store(Statsample::Factor::PrincipalAxis) do matrix = Matrix[ [1.0, 0.709501601093587, 0.877596585880047, 0.272219316266807], [0.709501601093587, 1.0, 0.291633797330304, 0.871141831433844], [0.877596585880047, 0.291633797330304, 1.0, -0.213373722977167], [0.272219316266807, 0.871141831433844, -0.213373722977167, 1.0] ] matrix.extend Statsample::CovariateMatrix fa = principal_axis(matrix,:m=>1,:smc=>false) summary fa end Statsample::Analysis.run_batch