allcrit {sca} | R Documentation |
Compute simple component criterion for components P
on
cor.matrix S
(cumulative), using sccrit()
.
Function allcrit()
computes even more criteria, some derived
from sccrit()
.
allcrit(S, P, criterion, sortP = TRUE) sccrit(S, P, criterion, sortP = TRUE)
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 . |
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()
.
Valentin Rousson rousson@ifspm.unizh.ch and Martin Maechler maechler@stat.math.ethz.ch.
quickcrit
, sca
, also for references.