title: MATLAB's hmmtrain assumes initial transition from state 1
body: <p>The MATLAB statistics toolbox function hmmtrain.m appears to assume that the model is initially in state 1 before the training sequence.  Is there any way to turn off this "feature"?  An example:</p>
  
  <pre><code>&gt;&gt; y = [ 3 3 1 2 3 ];
  &gt;&gt; H = eye( 3 );
  &gt;&gt; T = ones(3)/3;
  &gt;&gt; [ T, H ] = hmmtrain( y, T, H )
  
  T =
  
           0    0.5000    0.5000
           0         0    1.0000
      0.5000         0    0.5000
  
  
  H =
  
       1     0     0
       0     1     0
       0     0     1
  </code></pre>
  
  <p>The training set includes no transitions from 1 to 3.  Why is T(1,3) non-zero?!</p>