Set Coxian Structure

Assigns random values for the hidden state transition matrix, A, the symbol emission probability vectors, p,q and r, and the initial hidden state probability vector, pi, satisfying the stochastic constrains, but sets the hidden Markov chain to a coxian structure.

Usage: set_coxian($<$N$>$, $<$B$>$)

where $<$N$>$ is the number of hidden states; and $<$B$>$ is the observation batch size.



Guilherme Dutra Gonzaga Jaime 2010-10-27