hmm-lapack: Hidden Markov Models using LAPACK primitives

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.

library hmm-lapack

library hmm-lapack:private

Downloads

• hmm-lapack-0.5.0.1.tar.gz [browse] (Cabal source package)
• Package description (revised from the package)

Note: This package has metadata revisions in the cabal description newer than included in the tarball. To unpack the package including the revisions, use 'cabal get'.

Maintainer's Corner

Package maintainers

• HenningThielemann

For package maintainers and hackage trustees

• edit package information

Candidates

• 0.3, 0.3.0.1, 0.3.0.2, 0.3.0.3, 0.4