The Baum-Welch algorithm for hidden Markov Models: speed comparison between octave / python / R / scilab / matlab / C

Comments:

  • The differences are not only important, they are HUGE ! far more than I expected, indeed.
  • Matlab is a lot faster than R and python.

The Baum-Welch algorithm for hidden Markov Models: speed comparison between octave / python / R / scilab / matlab / C.

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