I shouldn't even be surprised at this point, Dahua, but I'm still impressed
– this is quite a spectacular list of algorithms. I wish I had these in
Matlab or R years ago.


On Fri, Jul 18, 2014 at 6:13 PM, Dahua Lin <[email protected]> wrote:

> 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
>
>

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