Method: Statsample::Factor.kmo

Defined in:
lib/statsample/factor.rb

.kmo(matrix) ⇒ Object

Kaiser-Meyer-Olkin measure of sampling adequacy for correlation matrix.

Kaiser’s (1974, cited on Dziuban & Shirkey, 1974) present calibration of the index is as follows :

  • .90s—marvelous

  • .80s— meritorious

  • .70s—middling

  • .60s—mediocre

  • .50s—miserable

  • .50 •—unacceptable



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# File 'lib/statsample/factor.rb', line 62

def self.kmo(matrix)
  q=anti_image_correlation_matrix(matrix)
  n=matrix.row_size
  sum_r,sum_q=0,0
  n.times do |j|
    n.times do |k|
      if j!=k
        sum_r+=matrix[j,k]**2
        sum_q+=q[j,k]**2
      end
    end
  end
  sum_r.quo(sum_r+sum_q)
end