Is there a package to compute the geometric median of a multivariate dataset?
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DirectionalStatistics.jl has a geometric_median function.
julia> geometric_median([1, 2, 3])
2.0
julia> geometric_median([0, 1, 1im, 1+1im]) ≈ 0.5+0.5im
true
julia> geometric_median([[0, 0], [0, 1], [1, 0], [1, 1]]) ≈ [0.5, 0.5]
true
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