pyhsmm-autoregressive

Modified version of mattjj's pyhsmm-autoregressive, which allows HSMM fitting with autoregressive emissions.

Installation

1. Clone the repository

   git clone git://github.com/bccho/pyhsmm-autoregressive.git autoregressive

2. Install with your favorite method (e.g. python setup.py develop for developer mode)

Note about Cythonization

• The compiled code component is optional (it can be turned off with the --no-compile flag; see setup.py for details)
• Compilation currently requires GCC (for its OpenMP support). Recent versions of Clang (3.7.0 and later) also support OpenMP but require the flag -fopenmp=libomp. See Issue #4.
• Compilation also requires C++ 11, so a GCC version of 4.8.1 or higher is required.
• If compilation succeeds but you see errors about GOMP_parallel or similar errors, ensure that your Python distribution has been compiled with the correct libraries. If you are not sure, compile CPython from source.