MVNHMM Toolbox
Description
This toolbox contains algorithms for modeling multivariate time series with hidden Markov models. The software has been developed on a Linux platform and has been used on Linux, UNIX (Solaris), and MacOS X. A quick-start manual provides basic information required to install and run the software.
Among the capabilities of the toolbox:
- Estimation of the model parameters (EM) (both ML and MAP)
- Computation of the most likely values of latent variables (Viterbi)
- Computation of the log-likelihood
- Simulation of the data given the parameters of the model
- Model selection via cross-validation
- HMM
- Non-homogeneous HMM
- Mixture model
- Non-homogeneous mixture model
- Conditionally independent variables or clusters of variables
- Multinomial
- Tree-dependent (Chow-Liu trees and conditional Chow-Liu forests)
- Multivariate Gaussian
Current Release
mvnhmm-01082007.tar.gz (01/08/2007)Release Under Development
mvnhmm-current-development.tar.gz (04/05/2007)Please read and accept the licensing terms before downloading the software.
Also, if you found the toolbox useful, please drop me a line at
letting me know how you use the toolbox and whether you would like to
receive notifications of the newer versions.
Changes are documented in the notes file in the mvnhmm directory.