This software has been tested on UNIX systems only, on Windows it might work using Bash for Windows under the assumption that a recent version of the gcc compiler is available. It depends heavily on Armadillo ( http://arma.sourceforge.net/ ) and on some boost libraryes ( https://boost.org ). See the projects respective pages for installation.
Run the sample_conformant_data.R script to simulate some synthetic data. This will produce a bash script to call the program on those data as well; results will be presented in a 'results' subdirectory.
As prompted by the script, to run simply input
make && chmod +x call.sh && ./call.sh
in the console. Run
make clean
to cleanup. NOTE THIS WILL ERASE THE RESULTS AS WELL.