BayesHMM for panel data

[markkvdb]

First of all: great package!

I have been looking at how the BayesHMM package would support panel data but so far I am stuck. I was wondering if you could help me out.

Recall: contrary to a time-series dataset with just a time-dimension, panel data includes both the time-dimension and an observational dimension. A typical example of panel data is following N customers over T time periods.

Thank you in advance.