Software for Hidden Markov Models and Dynamical Systems
This is the distribution site for the software described in my book Hidden
Markov Models and Dynamical Systems. You can buy the book from
the publisher. The software implements the algorithms
described in the book. You can apply the software to your own
data. I've included the data I used for examples in the book, so
you can see how the code manipulates the data,
creates the figures, and finally formats a copy of the book
itself. You may download a pdf document
that describes how
I made each of the figures in the book.
The software is in a file called webhmmds.tar.bz2
which you may fetch by clicking or by
running wget
http://www.fraserphysics.com/andy/hmmdsbook/webhmmds.tar.bz2.
After fetching the file, the following sequence of commands will build
a version of the book:
>tar -xjf webhmmds.tar.bz2
>cd webhmmds
>make
Since the file is 8,861,299 bytes, and "making" the book requires
almost 2GB of RAM, more than five hours of CPU time, and many
supporting software packages, you may want to try some of the following
alternatives:
- webhmmds
- Instead of downloading the whole package, click on the link to
peruse the individual files in your browser.
- make -j12
- Instead of make tells
gnu-make to run up to 12 processes simultaneously. On my 8 core PC with
8
GB of RAM the -j12 option reduces the build time from more than 5 hours
to one hour and one minute
- make data/po_speech
- Makes only the data for Table 1.1 which depends on very little
beyond the basic HMM programs
- make figs/Statesintro.pdf
- Makes only the figure on the cover. It depends on wrapping gsl
code for integrating the Lorenz system and the python matplotlib
package.
If you want to see obsolete versions, contact me at
andy@fraserphysics.com and I will post them here.