Implementation of the forward recursions to compute posterior distribution of the latent states (internal function).
rec1(Pio, las, PI)matrix of manifest probabilities
stationary initial probability
transition probability matrices
matrices of posterior probabilities
Baum, L. E., Petrie, T., Soules, G., and Weiss, N. (1970). A maximization technique occurring in the statistical analysis of probabilistic functions of Markov chains. Annals of Mathematical Statistics, 41, 164-171.