This paper describes our open-source software for predicting the intention of a user physically interacting with the humanoid robot iCub. Our goal is to allow the robot to infer the intention of the human partner during collaboration, by predicting the future intended trajectory: this capability is critical to design anticipatory behaviors that are crucial in human-robot collaborative scenarios, such as in co-manipulation, cooperative assembly or transportation. We propose an approach to endow the iCub with basic capabilities of intention recognition, based on Probabilistic Movement Primitives (ProMPs), a versatile method for representing, generalizing, and reproducing complex motor skills. The robot learns a set of motion primitives from several demonstrations, provided by the human via physical interaction. During training, we model the collaborative scenario using human demonstrations. During the reproduction of the collaborative task, we use the acquired knowledge to recognize the intention of the human partner. Using a few early observations of the state of the robot, we can not only infer the intention of the partner, but also complete the movement, even if the user breaks the physical interaction with the robot. We evaluate our approach in simulation and on the real iCub. In simulation, the iCub is driven by the user using the Geomagic Touch haptic device. In the real robot experiment, we directly interact with the iCub by grabbing and manually guiding the robot's arm. We realize two experiments on the real robot: one with simple reaching trajectories, and one inspired by collaborative object sorting. The software implementing our approach is open-source and available on the GitHub platform. Additionally, we provide tutorials and videos.