A library for working with hidden Markov processes. This is a literate program, and as such the code should be considered the primary source of documentation. Start here, or see here for a usage example.

If you want to learn about Markov models, start by reading: Lawrence R. Rabiner, A Tutorial on Hidden Markov Models and Selected Applications in Speech Recognition, Proceedings of the IEEE 77 (1989): 257-286. If you know of any better introductions (having read the above article) please let the authors know!