Continuous Hidden Markov Model with Matlab functions

I'm trying to use hmmestimate and hmmtrain to a build a hidden markov model.

The problem is that my sequence has continuous values and not discrete values.

This gives an error when using hmmestimate for example

   ??? Attempted to access E(1,-0.968239); index must be a     positive integer or logical.

   Error in ==> hmmestimate at 170
    E(states(count),seq(count)) = E(states(count),seq(count)) + 1;

I found this page:

<http://www.mathworks.com/support/solutions/en/data/1-EFNRHP/index.html?product=ST&solution=1-EFNRHP>

so I assume that there is an option to use continuous values with Matlab 2010b, but I couldn't find how.

Thanks.

Answer 1

[the cyclist]

I think you are mistaken in your assumption that this functionality appears in 2010b. (Why did you conclude that?) I think your only option is to implement the solution on the page you cited.

[Ran]

I guess because of the specific version, then I assumed it existed in new versions.

Is there a recommended toolbox for chmm?

thanks.

[the cyclist]

Sorry, I don't know.