implement principal component analysis

[waynelapierre]

It would be great if this package could have some PCA functionalities.

[guilhermebodin]

I have not heard of a PCA implemented using state space models, There is a PCA implemented in https://github.com/JuliaStats/MultivariateStats.jl . If you were referring to factor analysis methods, this is still a todo, it might get implemented in the next months :).