https://github.com/JuliaStats/MultivariateStats.jl

A Julia package for multivariate statistics and data analysis (e.g. dimension reduction)
https://github.com/JuliaStats/MultivariateStats.jl

cca dimensionality-reduction ica isotonic-regression julia lda linear-regression mds multivariate-statistics ols-regression pca regression ridge-regression statistics

Last synced: about 2 months ago
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A Julia package for multivariate statistics and data analysis (e.g. dimension reduction)

• Host: GitHub
• URL: https://github.com/JuliaStats/MultivariateStats.jl
• Owner: JuliaStats
• License: other
• Created: 2014-03-12T21:59:49.000Z (almost 12 years ago)
• Default Branch: master
• Last Pushed: 2024-06-05T18:48:37.000Z (over 1 year ago)
• Last Synced: 2025-10-30T14:53:49.365Z (2 months ago)
• Topics: cca, dimensionality-reduction, ica, isotonic-regression, julia, lda, linear-regression, mds, multivariate-statistics, ols-regression, pca, regression, ridge-regression, statistics
• Language: Julia
• Homepage:
• Size: 1.55 MB
• Stars: 387
• Watchers: 22
• Forks: 84
• Open Issues: 52
• Metadata Files:
  • Readme: README.md
  • License: LICENSE.md

Awesome Lists containing this project

• awesome-machine-learning - MultivariateStats - Methods for dimensionality reduction. (Julia / [Tools](#tools-1))
• awesome-machine-learning - MultivariateStats - Methods for dimensionality reduction. (Julia)
• fucking-awesome-machine-learning - MultivariateStats - Methods for dimensionality reduction. (Julia / [Tools](#tools-1))
• awesome-machine-learning - MultivariateStats - Methods for dimensionality reduction. (Julia / [Tools](#tools-1))
• awesome-machine-learning - MultivariateStats - Methods for dimensionality reduction. (Julia / [Tools](#tools-1))

README

          
# Multivariate Statistics

A Julia package for multivariate statistics and data analysis (e.g. dimensionality reduction).

[![Coverage Status](https://coveralls.io/repos/JuliaStats/MultivariateStats.jl/badge.svg?branch=master)](https://coveralls.io/r/JuliaStats/MultivariateStats.jl?branch=master)

[![Build Status](https://travis-ci.org/JuliaStats/MultivariateStats.jl.svg?branch=master)](https://travis-ci.org/JuliaStats/MultivariateStats.jl)

[![CI](https://github.com/JuliaStats/MultivariateStats.jl/actions/workflows/ci.yml/badge.svg)](https://github.com/JuliaStats/MultivariateStats.jl/actions/workflows/ci.yml)

[![](https://img.shields.io/badge/docs-stable-blue.svg)](https://juliastats.org/MultivariateStats.jl/stable)

[![](https://img.shields.io/badge/docs-dev-blue.svg)](https://juliastats.org/MultivariateStats.jl/dev)

## Functionalities

#### Available

- Linear Least Square Regression

- Ridge Regression

- Isotonic Regression

- Data Whitening

- Principal Components Analysis (PCA)

- Canonical Correlation Analysis (CCA)

- Classical Multidimensional Scaling (MDS)

- Metric Multidimensional Scaling (mMDS)

- Linear Discriminant Analysis (LDA)

- Multi-class LDA

- Independent Component Analysis (FastICA)

- Probabilistic PCA

- Factor Analysis

- Kernel PCA

#### Future Plan

- Partial Least Square (PLS)

- Other algorithms for ICA (*e.g.* JADE)