Statistics, Finance,....
- Krige.jl :: Kriging estimators in Julia.
- BasicSpace.jl :: [A port of the R "basicspace" package to Julia](https://github.com/johnmyleswhite/BasicSpace.jl
- BayesModels.jl :: Tools and Building Blocks for Bayesian Modeling and Probabilistic Inference
- Causality.jl :: A Julia Package for Causal Inference
- Civecm.jl :: Cointegration in Vector Error Correction Models in Julia.
- ConditionalRandomFields.jl :: Scalable Conditional Random Fields code for Julia.
- ConjugatePriors.jl :: Closed form expressions for conjugate priors in Julia
- DataFrames.jl :: A Library for working with tabular data in Julia
- DOCS:: The DataFrames manual section on IO.
- DataArrays.jl :: This package extends Julia by introducing data structures that can contain missing data.
- DataFramesMeta.jl :: Metaprogramming tools for DataFrames.
- DiscreteFactor.jl :: Discrete factor and its operations in Probabilistic Graphical Models
- DiscreteInference.jl :: Viterbi algorithm.
- DimensionalityReduction.jl :: Methods for dimensionality reduction
- DiscriminantAnalysis.jl :: Methods for discriminant analysis, in Julia.
- Distributions.jl :: The Distributions package.
- DOCS:: are available at distributionsjl.readthedocs.org
- DPMM.jl :: Dirichlet Process Mixture Models in Julia
- FeldtLib.jl :: Comparing two set of samples (empirical distributions)Baumgartner-Weis-Schindler statistic and tests
- GaussianProcesses.jl :: A port of the Gaussian Processes toolkit to Julia
- GeometricMCMC.jl :: Geometric MCMC algorithms and zero-variance (ZV) Monte Carlo Bayesian routines.
- HyperLogLog.jl :: A simple HyperLogLog implementation in Julia.
- HypothesisTests.jl :: T-tests, Wilcoxon rank sum (Mann-Whitney U), signed rank, and circular statistics in Julia.
- Isotonic.jl :: This implements several algorithms for isotonic regression in Julia.
- @ajtulloch's blog on speeding up Isotonic Regression with Julia and the IJulia notebook
- ITC.jl :: Code for modeling intertemporal choice in Julia.
- JAGS.jl: A Julia interface to JAGS, to provide a shared library as an interface between Julia and JAGS - Just another Gibbs sampler.
- JuMPStoch.jl :: [A stochastic optimization framework for JuMP](https://github.com/joehuchette/JuMPStoch.jl
- KernSmooth.jl :: is a direct port of the R package KernSmooth, (v2.23-10.), carrying an unlimited license.
- KLDivergence.jl :: KL-divergence estimation in Julia
- KSVM.jl :: Kernel Support Vector Machine (SVM) written in Julia.
- LIBSVM.jl :: Julia bindings for LIBSVM
- LARS.jl :: Least angle regression
- MCBN.jl :: Monte Carlo Bayesian averaging over Bayesian networks
- MCMC.jl :: is a generic engine for implementing Bayesian statistical models using Markov Chain Monte Carlo (MCMC) methods.
- MCMC2.jl :: Alternative MCMC package design demo
- MixedModels.jl :: A Julia package for fitting (statistical) mixed-effects models.
- MixtureModels.jl :: A Julia package for probabilistic mixture models
- MultivariateAnalysis.jl :: A Julia package for multivariate data analysis (e.g. dimension reduction)
- NaiveBayes.jl :: The Gaussian Naive Bayes model in Julia.
- NaiveBayes.jl :: Simple Naive Bayes implementation in Julia
- NLTester :: Code for benchmarks comparing AMPL, Julia, and YALMIP (MATLAB) for nonlinear modeling.
- Nonparametric.jl :: The julia package for nonparametric density estimate and regression.
- NHST.jl :: Null hypothesis significance tests
- OpenPP.jl :: Open Source Probabilistic Programming in Julia.
- ParallelSparseRegression.jl :: A Julia library for parallel sparse regression, that implements solvers for regression problems including least squares, ridge regression, lasso, non-negative least squares, and elastic net; and proposes to add fast methods to obtain regularization paths.
- PGM.jl :: A Julia framework for probabilistic graphical models.
- ProbabilisticModeling.jl :: A BUGS-like language for describing probabilistic models in Julia
- ProbTopicModels.jl :: Probabilistic topic models
- QuantileRegression.jl :: Quantile regression in the Julia language
- Queries :: Composable queries for Julia DataFrames
- RandomProcesses.jl :: Random processes (CRP, CRT) in Julia
- Ridge.jl :: Ridge regression and classification
- Rmath.jl :: Archive of functions that emulate R's d-p-q-r functions for probability distributions
- RmathDist.jl :: This package provides a julia interface to the distributions provided by the standalone Rmath library, which is part of the R project for statistical computing.
- RunningStats.jl :: Julia translation of John D. Cook's code for running moment statistics and univariate regressions
- SGDDemo.jl :: Stochastic Gradient Descent (SGD) predictive models for large data sets in Julia.
- SGD2.jl :: Stochastic gradient descent, a draft of new methods for SGD calculations
- SimpleMCMC.jl :: Small framework for MCMC sampling and maximization on user-defined models
- SimpleNets :: Simple neural nets implementions in Julia
- SimpleRL.jl :: A bare-bones package for simulating RL models and estimating them from behavioral data
- SmoothingKernels.jl :: Smoothing kernels for use in kernel regression and kernel density estimation.
- StatsBase.jl :: is the Stats meta-package for basic statistics functions for Julia.
- DOCS:: Documentation available at statsbasejl.readthedocs.org
- SVM.jl :: Native Julia implementations of standard SVM algorithms
- TopicModels.jl :: TopicModels for Julia
- DCStats.jl :: IJulia Notebooks that provide a brief introduction to Julia for statistical programming
- DynamicFactorModels.jl :: Dynamic Factor Models for Julia
- Econometrics.jl:: Econometric models in Julia.
- GARCH.jl:: Generalized Autoregressive Conditional Heteroskedastic (GARCH) models for Julia.
- Jconometrics.jl :: MATLAB to Julia port of Spatial Econometrics
- julia__timeseries :: Time-series analysis functions for Julia
- Loss.jl :: General functions for estimating loss functions inspired by Kaggle's release of code for many common metrics.
- TimeSeries.jl:: Time-series toolkit for Julia.
- TimeModels.jl:: Modeling time series in Julia.
- TimeData.jl:: package provides fast, robust and convenient representation of time series data.
- Solving a Combination Lock Puzzle with JuMP + Julia and the HackerNews thread.
- CGRASP.jl :: Continuous Greedy Randomized Adaptive Search Procedure (CGRASP), in Julia.
- CSDP.jl :: Julia wrapper for the CSDP semidefinite programming solver
- jlSimplex :: Proof-of-concept implementation of the (dual) simplex algorithm for linear programming in Julia.
- jobshop :: The Jobshop (Open Shop Scheduling Problem (OSSP)) problem is solved with evolutionary strategies in Julia.
- Predictors.jl :: https://github.com/dejakaymac/Predictors.jl
- Ranking.jl :: Tools for ranking in Julia
- SemidefiniteProgramming.jl:: This package provides a Julia interface for low-level modeling of semidefinite programming problems and for solving semidefinite programs with solvers such as SDPA and CSDP.
- ORSoftwareTools2014 :: Repository for code/examples/instructions for the MIT course 15.S60 "Software Tools for Operations Research"
- DG2012Tutorial.jl :: Simple examples of SGD-style computations in Julia
- RobustStats.jl :: A collection of robust statistical tests based on the R package WRS (R-Forge repository) by Rand Wilcox
- StatTests.jl :: A set of statistical tests for Julia
Finance
- Julia Quant group on Github.
- AssetMgmt.jl :: Asset Management
- FinancialBlotter.jl:: Financial Instruments and Accounting in Julia.
- GLM.jl:: Linear models (LM's) and generalized linear models (GLM's) in Julia.
- Ito.jl:: An open source toolkit for financial computing in Julia.
- Lazy.jl:: Functional programming for Julia.
- MarketTechnicals.jl:: Technical analysis of financial time series in Julia.
- MCInsurance.jl:: This Julia package provides multi-period Monte Carlo simulations for life insurance.
- Pandas.jl:: A Julia front-end to Python's Pandas package.
- Quandl.jl:: Julia api to Quandl open source financial, economic and social datasets.
- SDE.jl :: Simulation and inference for Ito processes and diffusions
- TradeModels.jl:: Modeling the allocation of resources to markets based on the restraints of objective functions.
- TradingSystem.jl :: Quantitative trading framework in Julia
- ZVSimulator.jl:: The ZVSimulator package provides a framework for assessing the zero variance (ZV) principle for Monte Carlo or random sampling via simulation.