Projection Pursuit Regression

question
package

#1

Hi,

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?

Cheers,

Alex


#2

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.