The Packages section in Chapter 1, Installing the Julia Platform, introduced us to the Julia's package system (some 370 packages and counting) and its manager program Pkg. Most Julia libraries are written exclusively in Julia; this makes them not only more portable, but also an excellent source for learning and experimenting with Julia in your own modified versions. The packages that are useful for the data scientists are Stats, Distributions, GLM, and Optim. You can search for applicable packages in the http://pkg.julialang.org/indexorg.html repository. For a list of the packages we encountered in this book, consult the List of Packages section in Appendix, List of Macros and Packages, after this chapter.

Installing and updating packages

It is advisable to regularly (and certainly, before installing a new package) execute the Pkg.update() function to ensure that your local package repository is up to date and synchronized, as shown in the following screenshot:

As we...