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

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Is it possible to set the output dimension for a PCA instance? (From the documentation, it seems like PCA's are constructed only by the fit() method, and that method determines...

Unless I'm missing something, the implementation (and docs) of `llsq` don't agree with the statement on the documentation index that data matrices have features as rows and observations as columns....

So I am debugging some mean code that seems to be sending values right to the exteme ends of the Float32 range. I kept getting `ArgumentError: principal variance cannot exceed...

This would be useful as described in E. Bingham and A. Hyvarinen, “A fast fixed-point algorithm for independent components analysis of complex valued signals,” International Journal of Neural Systems, vol....

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This is an implementation of Correspondence Analysis and Multiple Correspondence Analysis. I think it would be useful for this to be included in the MultivariateStats package.

Hello ! By testing the `isotonic` method from this package and comparing it with a custom implementation, I faced some strange behaviours. First, the output seems to always be ordered,...

Hello, good evening. The LDA comparison with PCA in docs are plotting LDA flipped in Y and X axis. This happens with this example https://juliastats.org/MultivariateStats.jl/stable/lda/ ```julia iris = dataset("datasets", "iris")...

The following works fine if `outdim=0` is replaced with `outdim=3`. A more informative error message would be helpful, unless a better inference of `outdim` is more appropriate. Sorry this is...

I only see the ability to set a maximum number of factors. However, suppose that the user wants to fix the number of factors or require a minimum number of...

This pull request sets the compat entry for the `Statistics` package to `1`. This keeps the compat entries for earlier versions. Note: I have not tested your package with this...