lass="n">np</span><span class="o">.</span><span class="n">zeros</span><span class="p">((</span><span class="n">num_regimes</span><span class="p">,</span> <span class="n">T</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">N</span><span class="p">))</span>

                <span class="n">gamma_temp</span> <span class="o">=</span> <span class="n">deepcopy</span><span class="p">(</span><span class="n">gamma_opt</span><span class="p">)</span>

                <s