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.
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Define hidden Markov process with categorical emissions.
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Define hidden Markov process with general discrete emissions.
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Define hidden Markov process with continuous emissions.
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Define hidden Markov processes with multivariate emissions.
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Sample each hidden Markov process.
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Compute log‐likelihood of each path for the respective process.
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Visualize sample paths of processes with univariate emissions.
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Visualize components of sample paths of processes with multivariate emissions.
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