MultivariateStats
MultivariateStats.jl provides Julia tools for multivariate statistics and data analysis, including dimension reduction.
About MultivariateStats
MultivariateStats.jl is a Julia package for multivariate statistics and data analysis, including dimensionality reduction. Available methods include principal components analysis, canonical correlation analysis, multidimensional scaling, linear discriminant analysis, independent component analysis, factor analysis, data whitening, and linear, ridge, and isotonic regression.
Partial least squares and additional ICA algorithms such as JADE are listed as future plans and are not listed as available.
Key features
- Principal components analysis including probabilistic and kernel variants
- Linear discriminant analysis including multi-class LDA
- Canonical correlation analysis for multivariate datasets
- Classical and metric multidimensional scaling
- Linear least squares, ridge, and isotonic regression
- Independent component analysis using FastICA
Best for: Julia users who need multivariate statistics and dimensionality reduction methods.
Good for
- Covers PCA, CCA, MDS, LDA, ICA, factor analysis, and regression in one package
- Includes variants such as probabilistic PCA, kernel PCA, and multi-class LDA
- Includes both classical and metric multidimensional scaling
Watch out for
- Partial least squares is listed as a future plan, not as available
- Additional ICA algorithms such as JADE are listed as a future plan, not as available
MultivariateStats at a glance
- Category
- Development › Developer Tools
- Type
- Open-source project
- Pricing
- Not confirmed. Check the site
- Open source
- Not stated
- Language
- English
- Last checked
- Oct 6, 2026 · Online when checked
- Listed
- Oct 5, 2026
Guides for Developer Tools
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