notGHMM

This is a C library for Hidden Markov Model (HMM).

Implemented Functions

• HMM with continuous observation space (Gaussian mixtures).
  • Probability Computation (forward/backward procedure)
  • Viterbi Algorithm
  • Initial Parameter Estimation using k-means or randomly
  • Parameter Estimation (Baum-Welch Algorithm) with parallel acceleration
  • Random sequence generation

Dependent Libraries

• GSL
• Flann
• OpenMP

Build system:

• CMake

For documentation:

• Doxygen

Build and Install

Like all CMake projects, to build and install, simply do:

  mkdir build
  cd build
  cmake ..
  make && make install

To make the documentation, do:

  make doc

Compile and Link

The configuration of the library can be found from pkg-config.

  cc `pkg-config --cflags --libs notghmm` source.c

Support

Since I am the only user, the library is not well documented. I will be glad to add documentation if requested.

Send me an email : Weipeng He [email protected]