One of the strongest points of Julia has been its powerful support for statistical and mathematical functions. The Julia community has been very active in identifying the areas that can be covered using packages made purely in Julia, and hence we have now a group that deals purely in packages of Julia for stats. It's called JuliaStats, and can be found on GitHub at https://github.com/JuliaStats.
Some of the notable packages listed on the Julia stats page are as follows:
PDMats.jl
: Uniform interface for positive definite matrices of various structuresKlara.jl
: MCMC inference in JuliaStatsBase.jl
: Basic statistics for JuliaHypothesisTests.jl
: Hypothesis tests for JuliaConjugatePriors.jl
: A Julia package to support conjugate prior distributionsPGM.jl
: A Julia framework for probabilistic graphical modelsTimeSeries.jl
: Time series toolkit for JuliaStatsModels.jl
: Specifying, fitting, and evaluating statistical models in JuliaDistributions.jl
: A Julia package for probability distributions...