Welcome to MultivariateStats’s documentation

MultivariateStats.jl is a Julia package for multivariate statistical analysis. It provides a rich set of useful analysis techniques, such as PCA, CCA, LDA, PLS, etc.



All methods implemented in this package adopt the column-major convention of JuliaStats: in a data matrix, each column corresponds to a sample/observation, while each row corresponds to a feature (variable or attribute).