Multivariate Statistics

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

Functionalities

Available

Linear Least Square Regression
Ridge Regression
Isotonic Regression
Data Whitening
Principal Components Analysis (PCA)
Canonical Correlation Analysis (CCA)
Classical Multidimensional Scaling (MDS)
Metric Multidimensional Scaling (mMDS)
Linear Discriminant Analysis (LDA)
Multi-class LDA
Independent Component Analysis (FastICA)
Probabilistic PCA
Factor Analysis
Kernel PCA

Future Plan

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