Compiling the MEX files in Windows is not possible at this time

[amanoel]

The only compiler officially supported by MATLAB in Windows is Visual C++, and it doesn't allow for the C99 standard. There are some minor incompatibilities in our code that can be easily fixed. However, two functions we employ, erfc and log1p, are not available in the Visual C++ standard libraries (they are only available in C99 implementations of math.h)
There are a few solutions I can think of

1. using the implementations of erfc and log1p provided by some other library (e.g. Boost), but that would add extra dependencies;
2. using some other compiler. I was able to generate 64bit binaries in Windows with TDM-GCC and Gnumex. The user would have to set 'em up, though.
3. providing 32/64bit binaries for Windows users.

Thanks to Marina Pulley for reporting the issue.

[eric-tramel]

I don't really like the idea of providing the binaries directly, and I think we might have some problems making sure those are updated consistently in the future (mostly just because we don't all have working Windows distros :)

Perhaps Option 1 would be better long term strategy while Option 2 should probably be included in the Readme files to make sure that Windows users know where to go to attempt to build the code until Option 1 is finished.