| Abstract: | An alternative to the criteria proposed by King 9] for clustering correlation matrices is explored. Several simple examples examined by total enumeration employing our criterion indicate that the criterion yields clusters with high within group correlation. A step-wise routine is suggested for problems of realistic size and is applied to the examples presented in King's article. Additional evidence in the form of several Monte Carlo experiments indicates that the routine performs satisfactorily in determining the optimal separation of variables into two groups. |
