Test for homogeneity of Markov transition probabilities across regimes.
Parameters:
transition_matrices:list
of transition matrices for regimes, all matrices must
have same size (r, c). r is the number of rows in the
transition matrix and c is the number of columns in
the transition matrix.
regime_names:sequence
Labels for the regimes.
class_names:sequence
Labels for the classes/states of the Markov chain.