## create two state HMM with t distributions
state.names <- c("one","two")
transition <- c(0.035, 0.01)
location <- c(1, 2)
scale <- c(1, 1)
df <- c(4, 6)
hmm <- getHMM(list(a=transition, mu=location, sigma=scale, nu=df),
state.names)
Run the code above in your browser using DataLab