[Numeric] ANN: hmm-hmatrix - efficient Hidden Markov Model implementation

[Henning Thielemann]

My HMM implementation is on Hackage and has already proven to be useful:
    https://hackage.haskell.org/package/hmm-hmatrix

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.


https://en.wikipedia.org/wiki/Hidden_Markov_Model