Pergunta

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...

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Solução

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

Outras dicas

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).

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