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This is a Hidden Markov Model (HMM) library for Haskell. It is in the hackage repository already, and that's probably the version that you want to use. Try installing it with the command:
> cabal install hmm
The easiest way to learn to use the library is by following the tutorial at: http://izbicki.me/blog/using-hmms-in-haskell-for-bioinformatics