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This is in reference to the now closed issue #10 I added a random_state parameter to the initialisation of BaseHMM, and filtered this through to each of GaussianHMM, MultinomialHMM and HeterogeneousHMM. This includes retaining random_state as an attribute, as well as a np.random.default_rng instance.

self.rng = np.random.default_rng(random_state) --> to replace sampling from a distribution (i.e. np.random.rand() or np.random.dirichlet())

self.random_state --> used for KMeans initialisation in Gaussian and Heterogeneous HMM.

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