r-OGI

Consider a data matrix of n individuals with p variates. The objective general index (OGI) is a general index that combines the p variates into a univariate index in order to rank the n individuals. The OGI is always positively correlated with each of the variates. More details can be found in Sei (2016) <doi:10.1016/j.jmva.2016.02.005>.