This library implements Hidden Markov Model in C#(.NET).
In statistics module I have implemented following distributions :
- Discrete distribution
- Singlevariate Gaussian distribution
- Multivariate Gaussian distribution
- Mixture distribution with Multivariate Gaussian components
Also by implementing some basic interfaces distribution library maybe extended.
In machine learning library currently I have implemented following models :
- Gaussian Mixture Model (GMM)
- Hidden Markov Model (HMM) 1. Discrete emissions 2. Signlevariate Gaussian emissions 3. Multivariate Gaussian emissions 4. Nultivaruate Gaussian Mixture emissions
More information is found on project wiki https://github.com/lev4ik/HmmDotNet/wiki/_pages