<html><head><meta http-equiv="Content-Type" content="text/html charset=utf-8"></head><body style="word-wrap: break-word; -webkit-nbsp-mode: space; -webkit-line-break: after-white-space;" class="">Hi Henning,<div class=""><br class=""></div><div class="">Thanks for this. I look forward to trying it.</div><div class=""><br class=""></div><div class="">How general are the models that it can fit? For example, a Kalman filter is an example of a hidden Markov model in which the updates are linear and the errors are Gaussian. I wrote a few notes on such models although I have yet to follow this up: <a href="https://idontgetoutmuch.wordpress.com/2015/06/20/some-background-on-hidden-markov-models/" class="">https://idontgetoutmuch.wordpress.com/2015/06/20/some-background-on-hidden-markov-models/</a>. As you can see, I don’t think the wikipedia definition is correct but maybe this is a matter of taste / definition although I often find wikipedia slightly misses the point on some mathematical topics.</div><div class=""><br class=""></div><div class="">I also uploaded an extended Kalman filter package here: <a href="https://hackage.haskell.org/package/Kalman" class="">https://hackage.haskell.org/package/Kalman</a>.</div><div class=""><br class=""></div><div class="">You might also be interested in a version of haddock I have which renders mathematics correctly. For example, see here: <a href="https://hackage.haskell.org/package/Kalman-0.1.0.1/docs/Kalman.html" class="">https://hackage.haskell.org/package/Kalman-0.1.0.1/docs/Kalman.html</a>.</div><div class=""><br class=""><div apple-content-edited="true" class="">
<div class="">Dominic Steinitz</div><div class=""><a href="mailto:dominic@steinitz.org" class="">dominic@steinitz.org</a></div><div class=""><a href="http://idontgetoutmuch.wordpress.com" class="">http://idontgetoutmuch.wordpress.com</a></div>
</div>
<br class=""><div><blockquote type="cite" class=""><div class="">On 19 Aug 2015, at 12:06, Henning Thielemann <<a href="mailto:lemming@henning-thielemann.de" class="">lemming@henning-thielemann.de</a>> wrote:</div><br class="Apple-interchange-newline"><div class=""><br class="">My HMM implementation is on Hackage and has already proven to be useful:<br class=""> <a href="https://hackage.haskell.org/package/hmm-hmatrix" class="">https://hackage.haskell.org/package/hmm-hmatrix</a><br class=""><br class="">It supports Discrete and Gaussian models and can be extended to other moduls using the type classes from Distribution module. The package implements supervised and unsupervised training, as well as a training using a predefined distribution and patterns. It also supports mixing of trainings. Trained models can be read from and written to CSV. The features are demonstrated by three simple examples.<br class=""><br class=""><br class=""><a href="https://en.wikipedia.org/wiki/Hidden_Markov_Model" class="">https://en.wikipedia.org/wiki/Hidden_Markov_Model</a><br class="">_______________________________________________<br class="">Numeric mailing list<br class="">Numeric@haskell.org<br class="">http://mail.haskell.org/cgi-bin/mailman/listinfo/numeric<br class=""></div></blockquote></div><br class=""></div></body></html>