hmm-lapack

Hidden Markov Models using LAPACK primitives

http://hub.darcs.net/thielema/hmm-lapack

Version on this page:0.3.0.3@rev:1
LTS Haskell 22.17:0.5.0.1@rev:2
Stackage Nightly 2024-04-19:0.5.0.1@rev:2
Latest on Hackage:0.5.0.1@rev:2

See all snapshots hmm-lapack appears in

BSD-3-Clause licensed by Henning Thielemann
Maintained by [email protected]
This version can be pinned in stack with:hmm-lapack-0.3.0.3@sha256:cf1dedfc73f5c14e54372391cd56c776fc6c57a2e7849e10a13d3d893616a90a,3144

Hidden Markov Models implemented using LAPACK data types and operations. http://en.wikipedia.org/wiki/Hidden_Markov_Model

It implements:

  • generation of samples of emission sequences,

  • computation of the likelihood of an observed sequence of emissions,

  • construction of most likely state sequence that produces an observed sequence of emissions,

  • supervised and unsupervised training of the model by Baum-Welch algorithm.

It supports any kind of emission distribution, where discrete and multivariate Gaussian distributions are implemented as examples.

For an introduction please refer to the examples:

  • Math.HiddenMarkovModel.Example.TrafficLight

  • Math.HiddenMarkovModel.Example.SineWave

  • Math.HiddenMarkovModel.Example.Circle

An alternative package without foreign calls is hmm.

Changes

0.1

  • Distribution.Estimate turned into a multi-parameter type class.