BSD-3-Clause licensed by Henning Thielemann
This version can be pinned in stack with:hmm-lapack-0.4.1@sha256:26408b4f2b9fea12946d195fce63f0aff0496c5e1d8d139ca2e447d423c88aa6,3953

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

0.4

  • Distribution: Make type-classes single parameter using data families.

0.3

  • Move to new packages comfort-array and lapack.

0.1

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