allcrit {sca}

Simple Component Quality Criterion Computation

Description

Compute simple component criterion for components P on cor.matrix S (cumulative), using sccrit().

Function allcrit() computes even more criteria, some derived from sccrit().

Usage

allcrit(S, P, criterion, sortP = TRUE)
 sccrit(S, P, criterion, sortP = TRUE)

Arguments

S

correlation/covariance matrix

P

component matrix

criterion

character string specifying the optimality criterion to be used in sccrit() for evaluating a system of simple components. One of "csv" (corrected sum of variances) or "blp" (best linear predictor).

sortP

logical indicating if P should be sorted; if true, sortmatrix(S,P) used in lieu of P.

Value

sccrit() returns a numeric vector, the criterion computed (cumulatively).

allcrit() returns a list with components varpc, varsc, cumpc, cumsc, opt, corsc, and maxcor; see the description of the allcrit component in the return value of sca().

Author(s)

Valentin Rousson [e-mail] and Martin Maechler [e-mail].

See Also

quickcrit, sca, also for references.