MultivariateStats.jl

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Provide StatsAPI interface for regression

6

Currently, regression algorithms implemented as stand-alone functions, while other methods use StatsAPI interface, i.e. `fit/predict`. We should have properly derived types from `StatsAPI.RegressionModel` and corresponding implemented interface for various regression...

wildart

PCA example in docs throws a matrix index error (BoundsError)

3

I run the code in the example (bar a minor change as discussed in https://github.com/JuliaStats/MultivariateStats.jl/issues/166 ) and I get a matrix index error: This is the code (till the error)...

smartinsightsfromdata

RFC: Unified API

7

Following #95, I looked at MV models/methods implemented in this package, trying to figure out what would be a type hierarchy and corresponding method interfaces for this package. Here is...

wildart

Correspondence Analysis Implementation?

5

Are there any plans on implementing Correspondence Analysis and Multiple Correspondence Analysis?

Heladio-ac

Proposal - unified API for ordinations?

2

I'm not sure if this is possible / correct, but it would be nice if there were a unified API for ordinations like MDS and PCA to extract the scaled...

kescobo

Support missing data in PPCA

1

According to the PPCA paper [Tipping, Michael E., and Christopher M. Bishop. "Probabilistic principal component analysis." Journal of the Royal Statistical Society: Series B (Statistical Methodology) 61.3 (1999): 611-622.](https://www.microsoft.com/en-us/research/publication/probabilistic-principal-component-analysis/)  one...

oxinabox

Varimax rotation in Factor Analysis?

5

I'm wondering whether there's any plan to implement the so-called Varimax Rotation and other rotations of factors or PCA loadings as MATLAB's ```rotatefactors``` function in Statistics Toolbox. Thanks! BVP

BoundaryValueProblems

Relationship between `r` in `ridge` and `lambda` in `lm.ridge` in R

1

Hi, I tried to move some of the R code into Julia, and found the `ridge` regression in `MultivariateStats.jl` to replace `lm.ridge` in R. but it seems that the `lambda`...

babaq

reconstruct for kernel PCA

2

Where the idea for code for kernel PCA `reconstruct` in `MultivariateStats.jl`https://github.com/JuliaStats/MultivariateStats.jl/blob/30aea0c2832f5a0a0574641433774eecc57aba92/src/kpca.jl#L61 is taken from? I've found some papers that state that reconstruction in kernel PCA is quite difficult and suggest...

mateuszbaran

Improve performance of fastica

1

This PR produces the following timings for my `(2, 485156)` testinput ``` 565.305 ms (344 allocations: 37.05 MiB) # baseline 300.948 ms (211 allocations: 37.04 MiB) # inbounds 259.164 ms...

baggepinnen