Libagf is a machine learning library that includes adaptive kernel density estimators using Gaussian kernels and k-nearest neighbours. Operations include statistical classification, interpolation/non-linear regression and pdf estimation. For statistical classification there is a borders training feature for creating fast and general pre-trained models that nonetheless return the conditional probabilities. Libagf also includes clustering algorithms as well as comparison and validation routines. It is written in C++.
This project (CvHMM) is an implementation of discrete Hidden Markov Models (HMM) based on OpenCV. It is simple to understand and simple to use. The Zip file contains one header for the implementation and one main.cpp file for a demonstration of how it works. Hope it becomes useful for your projects.