It looks like either 'annmex' did not compile successfully for you, or it does not show up on your Matlab path.
A few questions:
1) What operating system (Linux/Windows/...), architecture (32-bit/64-bit), C++ compiler [I have good experience with gcc (Linux), Microsoft Visual C++ (Windows)] are you using?
2) Do you see the mex file under 'code/shared/embedded/ann_wrapperM/@ ann/private'? For me (=64-bit Linux) it is called 'annmex.mexa64; the precise extension depends on your answer to '1)'.
3) Does it help if you add to the Matlab path all the sub-folders of 'code'? You can do it by cd-ing to 'code' and issuing 'addpath(genpath(pwd))'. Then rerun the relevant test:
Y = rand(3,100); Q = rand(3,200);
I only ask this question for safety reason, this operation is in 'ITE_install.m' so it should have been run by default.
P.s.: You can also check out "https://bitbucket.org/szzoli/ite-in-python". It contains all the relevant estimators, and it only relies on the standard SciPy ecosystem. One of the reasons I created Python ITE is precisely to get rid of all external dependencies & compilations.
1. It's windows 10 and I installed the 'MinGW64 Compiler (C++)'. During the installation process, it goes well at first. But when it comes to the ‘Installation test’, it goes wrong:
2. I found two files: 'annmex.cpp' and 'annmex.h'. But no 'annmex.mexa64'. What do you mean answer '1'?
3. It does not help adding the path. Running the test goes well. But I want to measure the KL divergence, which is no possible right now. I ran the example 6 in your 'documentation', and it returns this:
I think it is still 'annmex' missing.
Thanks for your reply. I will try with the python.