poisson_hmm_compute_markov_transition_probabilities.py

    def compute_markov_transition_probabilities(self):
        for i in range(self.k_regimes):
            denom = 1
            for r in range(self.k_regimes-1):
                denom += math.exp(-self.q_matrix[i][r])
            for j in range(self.k_regimes-1):
                self.gamma_matrix[i][j] = math.exp(-self.q_matrix[i][j])/denom
            self.gamma_matrix[i][self.k_regimes-1] = 1.0/denom