Hidden Markov Models using HMatrix primitives

Latest on Hackage:0.0.1

This package is not currently in any snapshots. If you're interested in using it, we recommend adding it to Stackage Nightly. Doing so will make builds more reliable, and allow to host generated Haddocks.

BSD3 licensed by Henning Thielemann

Hidden Markov Models implemented using HMatrix data types and operations.

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.

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