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The section on HMMs (under Time-Series models: https://mc-stan.org/docs/stan-users-guide/time-series.html#hmms.section) in the Stan users guide currently doesn't use Stan's dedicated functions for HMMs (described here: https://mc-stan.org/docs/functions-reference/hidden_markov_models.html).
I'll update the section and point users towards the convenient functions we have.
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