rotationmat.maxcor <- function(p)
{
# Finds rotation matrix with maximum correlation between the variables
# p: number of variables
theta <- pi / 4 # 45 degree angle in radians
rotatemat <- NULL
for(i in 1:(p - 1)){
for(j in (i + 1):p){
tempmat <- diag(rep(1, times = p))#matrix(0,nrow=p,ncol=p)
tempmat[i, i] <- cos(theta)
tempmat[j, j] <- cos(theta)
if((i%%2) == 0){
tempmat[i, j] <- sin(theta)
tempmat[j, i] <- -sin(theta)
}
else{
tempmat[i, j] <- -sin(theta)
tempmat[j, i] <- sin(theta)
}
if(is.null(rotatemat)){rotatemat <- tempmat}
else{rotatemat <- rotatemat %*% tempmat}
}
}
return(rotatemat)
}
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