hmmFitEm fails in simple case about pmtk3 HOT 5 OPEN

I have this working now, but something funny is going on...

More general example than provided in hmmGaussTest.m is below:

nDays = 252;
nObsPerDay = 855;
z = 1;                  %z = 1 is univariate, z> 1 is multivariate
thisPdf = @rand;
data = repmat({thisPdf(z, nObsPerDay)}, [nDays 1]);
kStates = 25;
model = hmmFitEm(data, kStates, 'gauss');

Having said that when I try with "real data" i get the same error as above for 
chol(Sigma) with Sigma = 0, even though the synthetic data (with thisPdf = 
@randn) works fine.

any suggestions? thanks

[deleted comment]

The problem seems to be related to specifying too large a number of states for 
a given data set.

When Mu and Sigma can not be assigned correctly (ie are set to NaN or zero or 
-inf etc), they cause the code to fail in odd ways...

It would be nicer if at the point of assigning unsuitable parameters, the code 
gave a sensible error message saying that the data will not support this number 
of states.

The largest value for kStates I can get to run is 4, which does not seem very 
many. Zoubin G's code allows much larger values (~500) to run, but without 
really digging down into the code, I dont know why this is.

Moved to GitHub: https://github.com/probml/pmtk3/issues/49