JuliaStats/MultivariateStats.jl

Name: MultivariateStats.jl

Owner: Julia Statistics

Description: A Julia package for multivariate statistics and data analysis (e.g. dimension reduction)

Created: 2014-03-12 21:59:49.0

Updated: 2018-01-18 13:44:32.0

Pushed: 2017-12-11 18:41:48.0

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Size: 156

Language: Julia

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README

Multivariate Statistics

A Julia package for multivariate statistics and data analysis (e.g. dimensionality reduction).

Note: This package is aimed to replace DimensionalityReduction.jl, and to provide more multivariate analysis techniques.

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Functionalities

Available

• Linear Least Square Regression
• Ridge Regression
• Data Whitening
• Principal Components Analysis (PCA)
• Canonical Correlation Analysis (CCA)
• Classical Multidimensional Scaling (MDS)
• Linear Discriminant Analysis (LDA)
• Multiclass LDA
• Independent Component Analysis (ICA), FastICA
• Probabilistic PCA
• Factor Analysis
• Kernel PCA

Future Plan

• Partial Least Square (PLS)
• Other algorithms for ICA (e.g. JADE)

Resources

• Documentation: http://multivariatestatsjl.readthedocs.org/en/latest/index.html