Baysian HMM
/forward filtering and Backward sampling
/mlhmm means hmm usigng Baum-Welch algorithm
/sticky HDP-HMM

nbhmm.h nbhmm.cpp 
 are core code

you should include nbhmm.h
nbhmm.h includes cpplapack_plus.h

This program requires 
 randlib and cpplapack  with cpplapack_plus
  please refer cpplapack_plus


*sample_dat/
 dat files used in sample codes.
 Usually, *.dat is input files and *.txt are output files.




g++ -c hogehoge.cpp nbhmm.cpp
g++ -c cpplapack_plus.cpp
g++ hogehoge.o nbhmm.o.o cpplapack_plus.o -llapack -lrandlibc -lblas


<sample codes>
sample_hmm.cpp // forward filtering backward sampling
sample_mlhmm.cpp // Baum-Welch algorithm
sample_shdphmm.cpp // sticky HDP-HMM using blocked gibbs sampler described as  algorithm 3 in Fox's original paper