Linear Least Square and Ridge Regression are also included now. (see http://multivariatestatsjl.readthedocs.org/en/latest/lreg.html).
Dahua On Friday, July 18, 2014 8:13:31 PM UTC-5, Dahua Lin 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 > >
