Mixture of Multivariate Gaussians about jahmm HOT 1 OPEN

I'm not sure if i did understand you correctly, but maybe this can help you. 
Here is
a snippet how to create an HMM using OpdfMultiGaussian:


        OpdfMultiGaussianFactory factory = new OpdfMultiGaussianFactory(2);
        //factory.factor();
        Hmm<ObservationVector> hmm = new Hmm<ObservationVector>(2, factory);

        hmm.setPi(0, 0.50);
        hmm.setPi(1, 0.50);

        double [] mean = {4, 4};
        double [][] covariance = { {2, 2}, {1., 1} };
        OpdfMultiGaussian omg = new OpdfMultiGaussian (mean ,  covariance);

        // same as upper OpdfMultiGaussian, but in one line and with other values
        OpdfMultiGaussian omg2 = new OpdfMultiGaussian (new double[] {6, 6} /*mean*/ ,  new
double[][] { {4, 4}, {3., 3} } /*covariance*/);

        // set Observation Probability distribution function
        hmm.setOpdf(0, omg);
        hmm.setOpdf(1, omg2);

        hmm.setAij(0, 1, 0.2);
        hmm.setAij(0, 0, 0.8);
        hmm.setAij(1, 0, 0.2);
        hmm.setAij(1, 1, 0.8);

kind regards, 
Ben