Hidden Markov Models and Dynamical Systems
Image of the book

In 2017, I returned to the task of rewriting the code for my book Hidden Markov Models and Dynamical Systems, which is available from SIAM. I am using github for version control.
The new code will be superior to the code that I distributed here in the past. It is easier to read, use and extend. It's fast and has better documentation. However the new code does not exactly reproduce the results in the book. The differences are not due to errors, but are due to different code, libraries and random number generators.

Click here for a tar file of the old code. The code no longer builds on my computers. While I should have maintained the code over the years, I will now concentrate on the new code instead of supporting the old code.