mlpack_hmm_train: command not found

Maybe Your $PATH variable doesn't contain the default paths? echo $PATH should give something like:

[root@server ~]# echo $PATH
/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin

If it's empty, You may set the PATH variable with this command

export PATH="/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin"

On CentOS possible default full paths are:

/usr/bin/mlpack_hmm_train - from package: mlpack-bin

You may install the required package with command yum install {package}

On Debian possible default full paths are:

/usr/bin/mlpack_hmm_train - from package: mlpack-bin

You may install the required package with command apt-get install {package}

Error in other languages:
mlpack_hmm_train: bevel nie gevind nie
mlpack_hmm_train: comandă negăsită
mlpack_hmm_train: comando não encontrado
mlpack_hmm_train: commande introuvable
mlpack_hmm_train: command not found
mlpack_hmm_train: käsku ei ole
mlpack_hmm_train: không tìm thấy lệnh
mlpack_hmm_train: komanda nerasta
mlpack_hmm_train: Kommando nicht gefunden.
mlpack_hmm_train: kommandot finns inte
mlpack_hmm_train: komut yok
mlpack_hmm_train: nie znaleziono polecenia
mlpack_hmm_train: níor aimsíodh an t-ordú
mlpack_hmm_train: no se encontró la orden
mlpack_hmm_train: no s'ha trobat l'ordre
mlpack_hmm_train: opdracht niet gevonden
mlpack_hmm_train: parancs nem található
mlpack_hmm_train: perintah tidak ditemukan
mlpack_hmm_train: príkaz nenájdený
mlpack_hmm_train: příkaz nenalezen
mlpack_hmm_train: команда не найдена
mlpack_hmm_train: командата не е открита
mlpack_hmm_train: 命令找不到
mlpack_hmm_train: コマンドが見つかりません