MultivariateStats.jl
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JuliaStats
A Julia package for multivariate statistics and data analysis (e.g. dimension reduction)
This PR resolves #200. It also includes a new exception called `NullMatrixException` which is thrown when a null matrix is detected at run-time. Additionally, Efforts have been made to detect...
The existing code for `SubspaceLDA` fails if for a given input matrix and target, the rank of the between-class covariance matrix is less than the number of classes minus one(i.e...
I try using KernelPCA to transform and reconstruct the data, but original data and reconstruct data is not approx. ``` using Plots,MultivariateStats x = rand(10,100) m = fit(KernelPCA,x;inverse =true y=reconstruct(m,...
This is a start to add factor rotations to MultivariateStats.jl. The implemented algorithm is currently what is described in the review paper Mikkel B. Stegmann, Karl Sjöstrand, Rasmus Larsen, "Sparse...
The docs for LDA are quite technical but would benefit from some user-friendly explanations of the expected return values of a typical workflow including `predict(lda_results, newdata)` with the same level...
Ready for v1.0.0 release - [x] Provide a abstract supertype for multivariate analysis methods (#95) - [x] Provide a simple interface for multivariate analysis methods - [x] `llsq`: deprecate `trans`...
Thank you for your hard work, I really like the new PCA show method. However, if there are more than 10 PC's, there is wild overflow in the REPL. Is...
Provide a separate implementation of PCA whitening similar to `Whitening`, and remove duplicated code: https://github.com/JuliaStats/MultivariateStats.jl/blob/99ee965df3a8e136ff2d0fcb10456b434e1f9001/src/whiten.jl#L148-L159 Note: double `sqrt` application https://github.com/JuliaStats/MultivariateStats.jl/blob/99ee965df3a8e136ff2d0fcb10456b434e1f9001/src/ica.jl#L238-L243 https://github.com/JuliaStats/MultivariateStats.jl/blob/99ee965df3a8e136ff2d0fcb10456b434e1f9001/src/lda.jl#L380-L389
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A Julia package for multivariate statistics and data analysis (e.g. dimension reduction)