Comments by makhina (Top 1 by date)

Look for Microsoft Transliteration Utility
(https://www.microsoft.com/en-us/download/details.aspx?id=17933) or
Google Input Tools
(https://www.google.com/inputtools/) to see an example of such tool.

To implement one yourself, you need a big dictionary database. I suggest using an open-source database, so, you don't need to spend your whole life inputting single entries. And for the coding part, you need ... uhm ... something like this: https://www.codeproject.com/Articles/1202195/Invisible-Ink