A Julia package for multivariate statistics and data analysis (e.g. dimensionality reduction).
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- 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
- Partial Least Square (PLS)
- Other algorithms for ICA (e.g. JADE)