Objective General Index // 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.