>t</span><span class="p">]</span> <span class="k">for</span> <span class="n">k</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="n">num_regimes</span><span class="p">)</span> <span class="k">for</span> <span class="n">t</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="n">T</span><span class="p">)])</span>
            <span class="p">)</span>

            <span class="n">con_lst</span> <span class="o">=</span