[MATRIX-SIG] Varimax rotation?

[Kelvin Lee]

I was wondering if anyone out there has created a script to do 
Varimax rotation? I'm using NumPy to perform PCA and would 
like to rotate my retained components. Before writing 
something myself I wanted to check to see if anyone's already 
done this. Failing that, does anyone have a good text that 
describes the procedure (the multivariate stats books I have 
are a little light describing the actual rotation procedure).
      
Thanks,
 
Kelvin                                                       
                 



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