State Probability

Evaluates, for each hidden state, the probability of finding the system in that hidden state, i.e., evaluates the hidden states probability distribution. If no parameters are passed, it calculates the steady state probability distribution. If an observation sample is passed as parameter, it calculates the probabilities based on this history sample, thus assuming the model is in transient state.

Usages: state_prob()
: state_prob( $<$object_src$>$ )

where $<$object_src$>$ is the MTK object that containing the observation sample.

Output: Prints the probability of each hidden state.