This function calculates the empirical asymptotic covariance matrix of the HMM parameters
A HMMClass or a HMMFitClass object
The vector, matrix, data frame, list of vectors or list of matrices of observations
The Information matrix (of the independent parameters) is computed using the Lystig and Hugues's algorithm. Then the covariance matrix is computed by inversion of this information matrix.
Lystig Theodore C. and Hugues James P. (2002) Exact Computation of the Observed Information Matrix for Hidden Markov Models, Journal of Computational and Graphical Statistics, Vol. 11, No 3, 678-689.
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