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Both GURLS and bGURLS are pure Matlab libraries with no specific external dependencies, other than the Statistics toolbox.
Once the compressed archive has been downloaded on your machine, you need to save it in the desired `PACKAGE_ROOT`. Then open MATLAB and execute:
>> run('PACKAGE_ROOT/gurls/utils/gurls_install.m');
and
>> run('PACKAGE_ROOT/bgurls/utils/bgurls_install.m');
This will add all the important directories to your path.
Run savepath if you want the installation to be permanent.