In a data, I have fit a GaussianHMM model using the hmmlearn package available in Python. For this purpose, I refered to the questions asked here:
HMMlearn Emission Matrix Question on StackOverflow
and also this one:
HMMlearn Emission Matrix Question on Github
using these links I got the supposed emission matrix. However, is the emission matrix obtained the proper one? If I have an HMM with 3 hidden states then should not the emission matrix be a 3x3 matrix? In this case, the emission matrix i am getting has nrow = no of observations I have in the dataset against which I am trying to find it out.
So, are the methods proposed the right way to calculate the emission matrix or is there something wrong in my approach?
For reference purposes, this is the documentation page of HMMlearn
