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.
- 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 (PPCA)
- Factor Analysis
- Partial Least Square (PLS)
- Other algorithms for ICA (e.g. JADE)