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The General Hidden Markov Model Library (GHMM) is a C library with additional Python bindings implementing a wide range of types of Hidden Markov Models and algorithms: discrete, continous emissions, basic training, HMM clustering, HMM mixtures.
CMATLIB is set of libraries for writing numerical applicatons. It
includes support for neural-networks, hidden Markov models, kd-trees,
and data smoothing. It may be used from C and Scheme programs.