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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...

jnoss
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I'm not exactly sure about Markov models, but Infer.NET is a great library for doing statistical inference.

Nels Beckman
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  • +1 - although it looks like it does not support directly Markov models directly, it seems like some of the building blocks are there. – jnoss Jun 19 '10 at 18:37
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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
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