Calculate matrix of all probabilities for an autoregressive HMM with or without within-state autoregression.
Arguments
- x
Data matrix the model was fitted to.
- dists
Vector of distributions in R-jargon.
- autocor
list of autoregression vectors, respecting order of dists, one vector for each state.
- params
List of optimized parameters, returned by fitting the HMM.
- N
Number of states.
- p
Vector of degree of autoregression for each distribution (0 = no autoregression).