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)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().
correlation/covariance matrix
component matrix
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).
logical indicating if P should be sorted; if true,
sortmatrix(S,P) used in lieu of P.
Valentin Rousson rousson@ifspm.unizh.ch and Martin Maechler maechler@stat.math.ethz.ch.
quickcrit, sca, also for references.