File list (Check if you may need any files):
demo-HSMM
.........\EM_HSMM.m
.........\demo1.m
.........\readme.txt
.........\plotGMM.m
.........\hsmm_fwd_step_hsum.m
.........\hsmm_fwd_init_hsum.m
.........\gaussPDF.m
.........\EM_init_regularTiming.m
.........\hsmm_fwd_init_ts.m
.........\hsmm_fwd_step_ts.m
.........\data
.........\....\sample03.mat
.........\....\sample02.mat
.........\....\sample01.mat
.........\....\modelHSMMGMR01.mat
.........\....\data01.mat
.........\....\modelHSMMGMR03.mat