Aver_soj_time           Calculating the average sojourn time in each
                        state
B_est                   Estimantion of unknown Markov-modulated linear
                        regression model parameters using GLSM
VarY                    Estimantion of the variance of the response Y
Xreg                    Preparing data for parameter estimation
                        procedure
Ysimulation             Simulation of the vector of responses Y. Data
                        preparation stage for simulation.
randomizeInitState      Transformation of vector with initial states I
                        for various observations. Data preparation
                        stage for simulation.
randomizeTau            Transformation of the observed time vector tau.
                        Data preparation stage for simulation
randomizeX              Transformation of regressors' matrix X. Data
                        preparation stage for simulation
