Hidden Markov Models and Dynamical Systems

I (Andy Fraser) developed two software packages to support writing a second edition of Hidden Markov Models and Dynamical Systems. The first package called hmm is a collection of basic data assimilation software. While it is mostly written in Python, there is some Cython with parallel processing for speed. Here is documentation for the hmm package

The second package, hmmds, has code that relies on the first to work examples and provide figures for the book. It also provides source for the book itself.

In the documentation for the source code I have instructions for a variety of operating systems and environments EG, from Nix, one can build the book with the following sequence of commands:

BASH

$ git clone https://gitlab.com/fraserphysics/hmmds
$ cd hmmds
$ nix-shell --pure --keep NIX_PATH nix_files/shell.nix
$ make book

Then, after about ten hours of computation, one may view the book with

BASH

$ evince build/TeX/book/main.pdf