Hi,
Thank you for your reply. I've tried the latest version. Good news is I did get 
a model, using the same testing data and command(`-o model.txt` was replaced by 
`-M model.txt`). But another problem is the viterbi algorithm, 
`mlpack_hmm_viterbi -m model.txt -i input.txt -o vtb.txt` (notice that I'm 
using the input.txt file, which has been used training the model), the result 
turns out to be `0 0 0 0...`, which means they all belong to the same state. By 
the way, the data has a size of 3×1056, I think it's quite enough. Again, if a 
label file is specified, everything would be ok.

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