Probability & Statistics Packages
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SmoothingKernels.jl2Smoothing kernels for use in kernel regression and kernel density estimation
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FLSA.jl0-
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FeldtLib.jl1Misc julia code that have not yet found its home in a package...
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GeneralizedSampling.jl3Generalized Sampling in Julia
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CauseMap.jl16Causal inference in non-linear dynamics systems
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Isotonic.jl10-
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KernSmooth.jl9Local polynomial regression and density estimation in Julia.
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PerronFrobenius.jl4Estimating the transfer operator (Perron Frobenius operator) and invariant measures from time series.
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FactorModels.jl9-
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DiscriminantAnalysis.jl9Regularized discriminant analysis in Julia.
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RankAggregation.jl3Rank aggregation in Julia
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BayesEstDiffusion.jl4Code accompanying the paper Frank van der Meulen, Moritz Schauer: Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals
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RecombinatorKMeans.jl3Implementation of recombinator-k-means
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PValueAdjust.jl16[deprecated] P-value adjustment methods for multiple testing correction
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PowerLaws.jl4A Julia package for power laws distributions.
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Jackknife.jl24Jackknife resampling and estimation in Julia
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EmpiricalCDFs.jl33Online empirical cumulative distribution functions
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POMDPToolbox.jl10Support tools for solving POMDPs
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Regression.jl62Algorithms for regression analysis (e.g. linear regression and logistic regression)
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ParallelSparseRegression.jl12-
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DirichletProcessMixtures.jl14Dirichlet Process Mixture Models in Julia
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MarkovModels.jl35Julia package for Hidden Markov Model
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BloomFilters.jl18Bloom filters in Julia
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DCCA.jl8Julia module for Detrended Cross-Correlation Analysis.
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Jaynes.jl45E.T. Jaynes home phone.
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Tilde.jl75WIP successor to Soss.jl
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Divergences.jl9A Julia package for evaluation of divergences between distributions
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LowRankModels.jl190LowRankModels.jl is a julia package for modeling and fitting generalized low rank models.
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ARFIMA.jl50Simulate stochastic timeseries that follow ARFIMA, ARMA, ARIMA, AR, etc. processes
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Jags.jl17Julia package for using Jags as an external program
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ConjugatePriors.jl46A Julia package to support conjugate prior distributions.
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KernelEstimator.jl27The julia package for nonparametric density estimate and regression
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CTDE.jl1Continuous time, discrete event system in Julia
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LARS.jl25Least angle regression and the lasso covariance test
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AdaGram.jl170Adaptive Skip-gram implementation in Julia
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Civecm.jl9Cointegration in Vector Error Correction Models in Julia
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Forecast.jl46Julia package containing utilities intended for Time Series analysis.
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QuantileRegressions.jl41Quantile regression in Julia
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BayesianDataFusion.jl29Bayesian multi-tensor factorization methods, with side information
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Temporal.jl100Time series implementation for the Julia language focused on efficiency and flexibility
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