In certain rotation methods the original variables can be weighted
e.g. in order to give more importance to selected variables.
The weights are entered by the specification WEIGHTS=<matrix file> 
giving a column vector of weights.
The WEIGHTS specification is currently available in the three
Jennrich's CLF rotations since any component loss function
of the form
   f(L) = sum h[L(i,j)]
          i,j
where L(i,j)'s are rotated loadings can be generalized to form
   fw(L) = sum w(i)*h[L(i,j)]
           i,j
where w(i)'s are weights of variables. Default: All weights = 1.
The weighting option is not presented in Jennrich's papers.
  1 = More information about ROTATE