1) how to form p,MU and SIGMA matrix in 3 dimensional Gaussian mixture distribution for hidden Markov model in MATLAB?
EX- Let mixture(k=2),state=4(opening,closing,high and low of stock prices in a day) and there are series of daily stock prices as observations.

2) how to find likelihood of current dataset (observation of low,high,closing,opening of today's price) of the stock prices using trained HMM?