I have built a HMM model in R using depmixs4 package. I have the state projections and posterior probabilities till time T. I understand that to find the state projections for time T+1, I have to multiply the transition matrix with the posterior from time T.

But how can I find the expected value of the observation at time T+1, I don't know how to get the emission matrix since only the transition matrix is given in the output.

I am new to HMM, just starting to learn. So would appreciate any help.


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