Recently, I developed a new package for Julia (under JuliaStats): MultivariateStats <https://github.com/JuliaStats/MultivariateStats.jl>, for multivariate statistical analysis.
Currently, the following functionalities have been implemented: - Data Whitening - Principal Component Analysis (PCA) - Canonical Correlation Analysis (CCA) - Classical Multidimensional Scaling (MDS) - Linear Discriminant Analysis (LDA) - Multiclass LDA - Independent Component Analysis (ICA), FastICA Github Address: https://github.com/JuliaStats/MultivariateStats.jl Documentation: http://multivariatestatsjl.readthedocs.org/en/latest/index.html This package is supposed to supersede DimensionalityReduction.jl, and it is featured with more consistent API, optimized implementation, thorough documentation, and extensive testing. The package has already been registered at METADATA. Please check out and enjoy! Cheers, Dahua
