hmmbuild is part of the HMMer package. HMMER is an implementation of profile hidden Markov models (profile HMMs) for biological sequence analysis. Profile HMMs are statistical models of multiple sequence alignments. They capture position-specific information about how conserved each column of the alignment is, and which residues are likely.

hmmbuild - construct an HMM from a multiple sequence alignment

Sample data on Bio-Liniux for the HMMER package can be found in
/usr/software/sampledata/hmmer_demo_data

References:
Krogh, A., Brown, M., Mian, I. S., Sjolander, K., and Haussler, D. (1994). Hidden Markov models in computational biology: Applications to protein modeling. J. Mol. Biol., 235:1501 1531.[Entrez]

Durbin, R., Eddy, S. R., Krogh, A., and Mitchison, G. J. (1998). Biological Sequence Analysis: Probabilistic Models of Proteins and Nucleic Acids. Cambridge University Press, Cambridge UK.

Eddy, S. R. (1998). Profile hidden Markov models. Bioinformatics, 14:755 763.[Entrez]