hmm-lapack: Hidden Markov Models using LAPACK primitives

[ bsd3, library, math ] [ Propose Tags ]

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:

An alternative package without foreign calls is hmm.

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Versions [RSS] 0.3, 0.3.0.1, 0.3.0.2, 0.3.0.3, 0.4, 0.4.1, 0.5, 0.5.0.1
Change log Changes.md
Dependencies base (>=4.5 && <5), comfort-array (>=0.5 && <0.6), comfort-array-shape (>=0.0 && <0.1), containers (>=0.4.2 && <0.8), deepseq (>=1.3 && <1.6), explicit-exception (>=0.1.7 && <0.3), fixed-length (>=0.2.1 && <0.3), hmm-lapack, lapack (>=0.5 && <0.6), lazy-csv (>=0.5 && <0.6), netlib-ffi (>=0.1.1 && <0.2), non-empty (>=0.3.2 && <0.4), prelude-compat (>=0.0 && <0.1), random (>=1.0 && <1.3), semigroups (>=0.17 && <1.0), tfp (>=1.0 && <1.1), transformers (>=0.2 && <0.7), utility-ht (>=0.0.12 && <0.1) [details]
License BSD-3-Clause
Author Henning Thielemann
Maintainer haskell@henning-thielemann.de
Revised Revision 2 made by HenningThielemann at 2024-02-03T19:02:12Z
Category Math
Home page https://hub.darcs.net/thielema/hmm-lapack
Source repo this: darcs get https://hub.darcs.net/thielema/hmm-lapack --tag 0.5.0.1
head: darcs get https://hub.darcs.net/thielema/hmm-lapack
Uploaded by HenningThielemann at 2023-01-15T13:10:20Z
Distributions LTSHaskell:0.5.0.1, NixOS:0.5.0.1, Stackage:0.5.0.1
Downloads 2665 total (20 in the last 30 days)
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