Multivariate Statistics
A Julia package for multivariate statistics and data analysis (e.g. dimensionality reduction).
Documentation
- Stable : http://multivariatestatsjl.readthedocs.org/en/stable/index.html
- Latest : http://multivariatestatsjl.readthedocs.org/en/latest/index.html
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)