scikit-learn/scikit-learn — pull request #524 by lucidfrontier45 (2012-01-04 14:38:58+00:00)
Title: Fortran 90 module for hmm.

I added f90 module for forward, backward, viterbi and some helper function for hmm.
They replace slow python loop in hmm.py and significantly improve computational speed.
For 3-state,2D Gaussian HMM, the original hmm.py need about 10 sec to run 10 cycles of Baum-Welch for 5,000 points, while the modified one only needs 1 sec.