Simple Hidden Markov Models library.
Supports discrete/continuous emissions of one/multiple dimensions.
python setup.py install
See examples in tests/hmm_test.py
To run it as a standalone script call simple_hmm.py
- Training model
simple_hmm.py train_model train_data.csv --kernel gaussian --states 3 --model_name my_model - Decode -
simple_hmm.py decode train_data.csv my_model decode.csv - Posterior -
simple_hmm.py posterior train_data.csv my_model posterior.csv