Hidden Markov Processes with Discrete or Continuous, Univariate or Multivariate Emissions
Define the initial probabilities and the conditional transition probabilities for the hidden states' dynamics.
Define hidden Markov process with categorical emissions.
Define hidden Markov process with general discrete emissions.
Define hidden Markov process with continuous emissions.
Define hidden Markov processes with multivariate emissions.
Sample each hidden Markov process.
Compute log‐likelihood of each path for the respective process.
Visualize sample paths of processes with univariate emissions.
Visualize components of sample paths of processes with multivariate emissions.