I am working on a personal project with F# and would like to experiment with F# and Markov models. Can anyone recommend a library/sample with source that supports Markov modeling? Since this is a personal project I would prefer something that is free...
+2
A:
Regarding math an F# in general - There was a native F# mathematics library FSharp.MathTools (written in F#), which has been merged with other projects and eventually become Math.NET (which is in C#, but claims to provide a facade for F# developers).
However, I'm not sure if the library has any direct support for Markov modeling (or how difficult would it be to implement that based on what the library provides).
Tomas Petricek
2010-06-19 12:49:19
+1 - Math.Net looks like a good general purpose analytical library
2010-06-19 18:36:47
+3
A:
I'm not exactly sure about Markov models, but Infer.NET is a great library for doing statistical inference.
Nels Beckman
2010-06-19 13:28:37