Are time-varying transition probabilities supported by the new hmm_* functions?

Modeling
3

I don’t think so, but:

  1. the C++ code of the methods is IMHO reasonably transparent to adapt to Stan (and use time varying matrices)
  2. you can likely chain multiple one-step calls to the methods (didn’t really test this, but it seems plausible)
  3. I am working on a bit of code to let you use any brms-style predictors for the transition matrix, but it’s gonna take some time before it’s ready for public consumption.

Best of luck!

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