Copyright (C) Dr. Juan Miguel Cejuela

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CL-HMM: HMM Library for Common Lisp

• Compatibility: ANSI Common Lisp. Tested on SBCL 1.1.11
• Dependencies: jmc.cl.utils system
• Development Times:
  • 2008-07 to 2008-09
  • 2013-09 to 2013-11

Features:

• Discrete observation densities

• Alphabet symbols of any kind

• Exponential state duration densities

• Homogeneous HMMs

• First order chains

• Comparable efficiency to GHMM written in C (1x - 2x slower)

• HMMs:

  • Forward & backward in probability space and scaled
  • Viterbi in probability and log space
  • Baum-Welch training (probability and scaled) for multiple sequences (optionally labeled)
  • Tied emission parameters
  • Finite and infinite HMMs

• PHMMs (Pair HMMs): ongoing development

  • Forward & backward in probability and log space
  • (soon) Viterbi in probability and log space
  • (soon) Baum-Welch training (probability and log) for multiple sequences
  • Sequence translations: given input X --> generate output Y

Comments:

• Rabiner's notation is followed in code. Otherwise properly indicated.

Installation:

1. You must have an installed Common Lisp implementation. For instance: SBCL
2. Download latest version of jmc.cl.utils system
3. Download latest version of CL-HMM's code
4. Make ASDF locate the downloaded packaged, for instance: (setf asdf:*central-registry* (append '(#p"...local path..." :*central-registry*)))
5. Load & compile the package: (asdf:operate 'asdf:load-op :cl-hmm)