MultivariateStats.jl 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, ICA, etc.

• Data Transformation
• • Whitening
• Regression
• • Examples
  • Linear Least Square
  • Ridge Regression
  • Isotonic Regression
• Linear Discriminant Analysis
• • Example
  • Two-class Linear Discriminant Analysis
  • Multi-class Linear Discriminant Analysis
  • Subspace Linear Discriminant Analysis
• Principal Component Analysis
• • Example
  • Linear Principal Component Analysis
  • Kernel Principal Component Analysis
  • Probabilistic Principal Component Analysis
• Independent Component Analysis
• • FastICA
• Canonical Correlation Analysis
• Factor Analysis
• Multidimensional Scaling
• • Example
  • Classical Multidimensional Scaling
  • Metric Multidimensional Scaling
• API Reference
• • Current
  • New

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).