The latest version of hmm-hmatrix is 0.1.1-0.

hmm-hmatrix

Version 0.0 revision 0 uploaded by HenningThielemann.

Package meta

Synopsis
Hidden Markov Models using HMatrix primitives
Description

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.

Author
Henning Thielemann
Bug reports
n/a
Category
Math
Copyright
n/a
Homepage
http://code.haskell.org/~thielema/hmm-hmatrix
Maintainer
haskell@henning-thielemann.de
Package URL
n/a
Stability
n/a

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