Welcome to MultivariateStats’s documentation¶
MultivariateStats.jl is a Julia package for multivariate statistical analysis. It provides a rich set of useful analysis techniques, such as PCA, CCA, LDA, PLS, etc.
Contents:
- Linear Least Square and Ridge Regression
- Data Whitening
- Principal Component Analysis
- Probabilistic Principal Component Analysis
- Kernel Principal Component Analysis
- Canonical Correlation Analysis
- Classical Multidimensional Scaling
- Linear Discriminant Analysis
- Multi-class Linear Discriminant Analysis
- Independent Component Analysis
- Factor Analysis
Notes:
All methods implemented in this package adopt the column-major convention of JuliaStats: in a data matrix, each column corresponds to a sample/observation, while each row corresponds to a feature (variable or attribute).