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Fixes formula for the covariance of an FA model #213

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Fixes formula for the covariance of an FA model #213

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2 changes: 1 addition & 1 deletion docs/source/fa.rst
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Expand Up @@ -52,7 +52,7 @@ or use it to reconstruct (approximately) the observations from latent variables,

\tilde{\mathbf{x}} = \mathbf{\Sigma} \mathbf{W} (\mathbf{W}^T \mathbf{W})^{-1} \mathbf{z} + \boldsymbol{\mu}

Here, :math:`\mathbf{W}` is the factor loadings or weight matrix, :math:`\mathbf{\Sigma} = \mathbf{\Psi} + \mathbf{W}^T \mathbf{W}` is the covariance matrix.
Here, :math:`\mathbf{W}` is the factor loadings or weight matrix, :math:`\mathbf{\Sigma} = \mathbf{\Psi} + \mathbf{W} \mathbf{W}^T` is the covariance matrix.

The package provides methods to do so:

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