Phase 2: statscore-multivariate — PCA, clustering, LDA + Python

[armanrasta]

Summary

Multivariate analysis: dimensionality reduction, clustering, classification, MANOVA. Python bindings ship alongside.

Rust (statscore-multivariate)

• PCA via SVD (explained variance, loadings)
• Factor analysis + rotation
• Classical MDS
• K-means, hierarchical clustering, DBSCAN
• LDA, QDA
• MANOVA

Python bindings (statscore.multivariate)

• PCA fit_transform() returning NumPy arrays
• Tests vs sklearn on reference datasets

Done when

• PCA matches sklearn on all test cases
• Python module documented