Projection Pursuit Regression




I am considering using Projection Pursuit Regression in a project to analyze data. After some search in the internet, it seems only R provides ppr method in stats package. I am wandering is there some Julia package already implement the ppr algorithm, or to point to some packages that could potentially help me to implement the ppr?




This is the first time I heard about PPR, but a quick reading of the wikipedia page suggests that you should have all the necessary ingredients, eg you could use Optim.jl with automatic differentiation to solve the optimization problem in PPR.