I have a the following time series 


      Price      BrokerID 632 Behaviour  BrokerID 680 Behaviour ...BrokerID XYZ Behaviour

      5.6          IP                       SP                   
      5.7          BP                       IP
      5.8          SP                       BP
      5.83         IP                       SP

where `IP` is idle position, `BP` is buying position, and `SP` is selling position. I want to use Broker behaviour as the known variable and price as the hidden variable and predict it using HMM. But my question is how to find the emission matrix between a character vector (broker behaviour) and price numeric vector?