This library implements Hidden Markov Model in C#(.NET).

In statistics module I have implemented following distributions :

1. Discrete distribution
2. Singlevariate Gaussian distribution
3. Multivariate Gaussian distribution
4. Mixture distribution with Multivariate Gaussian components

Also by implementing some basic interfaces distribution library maybe extended.

In machine learning library currently I have implemented following models :

1. Gaussian Mixture Model (GMM)
2. Hidden Markov Model (HMM) 1. Discrete emissions 2. Signlevariate Gaussian emissions 3. Multivariate Gaussian emissions 4. Nultivaruate Gaussian Mixture emissions

More information is found on project wiki https://github.com/lev4ik/HmmDotNet/wiki/_pages