optimiz-rs/docs/source/api/hmm.md

API: HMM

from optimizr import HMM

model = HMM(n_states=2)
model.fit(X, n_iterations=100, tolerance=1e-6)
states = model.predict(X)
logp = model.score(X)

Parameters

• n_states: number of hidden regimes
• fit(X, n_iterations=100, tolerance=1e-6): train with Baum-Welch
• predict(X): Viterbi decoding → np.ndarray
• score(X): log-likelihood