How to fix some parameters during HMM model estimation?
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The "hmmestimate" allows to estmate A and B matrices for a HMM model from data. I want todo it but some A and B entries should be uncanged during this process. Take for instance the case where A = [1 0 alfa; 0 1 0, 1 1 beta] where only alfa and beta are supposed to be estimated. Is there a way of doing this?