## 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)
## obtain observation sequence from model
obs <- sampleSeq(hmm, 500)
## build model from data
model <- hmm.setup(obs, state = c("one", "two"),df=5)
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