I copied the commands (from these instructions: http://www.shogun-toolbox.org/install#ubuntu) into the terminal and they seem to have worked, but there is no documentation on how to make Octave find the libraries. I have tried modshogun and init_shogun but Octave cannot find them. I do have the libraries in usr/lib, and I have put that directory on PATH. I have even set usr/lib as my working directory in Octave and that did not help. As far as I have found, there is no Shogun documentation on what to do at this point.
I have also tried compiling Shogun from source, but configure couldn't find GCC. Apparently, this is a known problem with newer versions of GCC. I decided to ask for help with the former method because at least I have the libraries with that.
Edit: I am following the instructions here http://www.shogun-toolbox.org/install#manual-basics
When i do cd build and then "cmake -DINTERFACE_OCTAVE=ON" it tells me there is no cmakelists.txt. There is one in in the above folder, but when I go to that directory and do "cmake -DINTERFACE_OCTAVE=ON" again, it tells me "Shogun can only be built with GPL codes if the source files are in /home/derose/shogun/src/shogun/src/gpl. Please download or disable with LICENSE_GPL_SHOGUN=OFF."
However, when I add -LICENSE_GPL_SHOGUN=OFF as an option, i get the error "CMake Error: The source directory "/home/derose/shogun/src/shogun/-LICENSE_GPL_SHOGUN=OFF" does not exist."
You've linked to the Ubuntu install instructions. From there
No word that this would include the GNU Octave binding. See below on the same page:
So you have to grab the source and fire up cmake with something like
-DINTERFACE_OCTAVE=ON
Steps to build the bleeding edge of shogun (the github repo) and the Octave interface: