allcrit                 package:sca                 R Documentation

_S_i_m_p_l_e _C_o_m_p_o_n_e_n_t _Q_u_a_l_i_t_y _C_r_i_t_e_r_i_o_n _C_o_m_p_u_t_a_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

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

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

_U_s_a_g_e:

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

_A_r_g_u_m_e_n_t_s:

       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'.

_V_a_l_u_e:

     '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()'.

_A_u_t_h_o_r(_s):

     Valentin Rousson rousson@ifspm.unizh.ch and Martin Maechler
     maechler@stat.math.ethz.ch.

_S_e_e _A_l_s_o:

     'quickcrit', 'sca', also for references.

