double [][] covariance1 = { {1, 2}, {1, 4} };
double [] mean2 = {0.5, 0.25};
double [][] covariance2 = { {4, 2}, {3, 4} };
HiddenMarkovModel hmm = new HiddenMarkovModel(2);
hmm.setPi(0, 0.8);
hmm.setPi(1, 0.2);
hmm.setStateDistribution(0, new ContinousDistribution(mean1,covariance1));
hmm.setStateDistribution(1, new ContinousDistribution(mean2,covariance2));
hmm.setTransitionProbability(0, 1, 0.05);
hmm.setTransitionProbability(0, 0, 0.95);
hmm.setTransitionProbability(1, 0, 0.10);
hmm.setTransitionProbability(1, 1, 0.90);
return hmm;
}