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hmm-hmatrix: Hidden Markov Models using HMatrix primitives

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Deprecated in favor of hmm-lapack

Hidden Markov Models implemented using HMatrix 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:

An alternative package without foreign calls is hmm.

Modules

[Last Documentation]

  • Math
    • Math.HiddenMarkovModel
      • Math.HiddenMarkovModel.Distribution
      • Example
        • Math.HiddenMarkovModel.Example.Circle
        • Math.HiddenMarkovModel.Example.SineWave
        • Math.HiddenMarkovModel.Example.TrafficLight
      • Math.HiddenMarkovModel.Named
      • Math.HiddenMarkovModel.Pattern
      • Math.HiddenMarkovModel.Test

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Versions [RSS] 0.0, 0.0.0.1, 0.0.1, 0.0.2, 0.1, 0.1.0.1, 0.1.1
Change log Changes.md
Dependencies array (>=0.4 && <0.6), base (>=4.5 && <5), containers (>=0.4.2 && <0.7), deepseq (>=1.3 && <1.5), explicit-exception (>=0.1.7 && <0.2), hmatrix (>=0.16 && <0.17), lazy-csv (>=0.5 && <0.6), non-empty (>=0.2.1 && <0.4), QuickCheck (>=2.5 && <3), random (>=1.0 && <1.2), semigroups (>=0.17 && <0.19), transformers (>=0.2 && <0.6), utility-ht (>=0.0.12 && <0.1) [details]
License BSD-3-Clause
Author Henning Thielemann
Maintainer haskell@henning-thielemann.de
Category Math
Home page http://hub.darcs.net/thielema/hmm-hmatrix
Source repo this: darcs get http://hub.darcs.net/thielema/hmm-hmatrix --tag 0.1.1
head: darcs get http://hub.darcs.net/thielema/hmm-hmatrix
Uploaded by HenningThielemann at 2018-11-13T22:09:59Z
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Reverse Dependencies 1 direct, 0 indirect [details]
Downloads 4110 total (7 in the last 30 days)
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Status Docs not available [build log]
All reported builds failed as of 2018-11-13 [all 2 reports]