The generate sequence function for continuous hidden markov models is missing a break statement, which causes the function to incorrectly choose the last state as the starting state for all generated sequences. This is a critical (mathematically very wrong) but trivial to fix bug. Fix attached.
The generate sequence function for continuous hidden markov models is missing a break statement, which causes the function to incorrectly choose the last state as the starting state for all generated sequences. This is a critical (mathematically very wrong) but trivial to fix bug. Fix attached.
Component: statistics
Author: William Stein
Reviewer: Bill Cauchois
Merged: sage-4.7.1.alpha4
Issue created by migration from https://trac.sagemath.org/ticket/11452