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I am looking for some simple Mathematica code to model an HMM with just a few states and an equal number of observable signals (emissions). I am hoping to generate sample paths and keep track of the posterior probability of the system being in a given state. Any help would be appreciated.

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Is this the sort of thing? – cormullion Jun 12 '13 at 14:33
Here's a tutorial on fitting hidden markov models in Mathematica including an example applied to financial data.… – bill s Jun 12 '13 at 14:49
@Tox If you want to simulate paths this might be useful. – Rod Jun 12 '13 at 15:08
This needs a v10 answer :) – Rojolalalalalalalalalalalalala Jul 13 '14 at 0:03

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Thanks. I also found that there is a package with inbuilt functions, although super pricey, at

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