I installed oh-my-zsh as suggested in http://ohmyz.sh/. FYI,
[~]$ zsh --version zsh 5.0.8 (x86_64-apple-darwin15.0) [~]$ echo $SHELL /bin/zsh [~]$ ls .oh-my-zsh/
Not only in System Pref>User and Group>...>User profile's shell settings, but also in Mac's terminal>Preference>ChosenProfile>Shell section, I had to change /bin/bash to /bin/zsh. after that, it works! Thank you, @RemyJ!