So here's the steps assuming you have limited access on the machines:
- Download the latest release from http://svn.tuebingen.mpg.de/shogun/releases/ (As of today the latest version is 0.9.1)
- cd download_dir/src
- ./configure --interfaces=libshogun,libshogunui,matlab --destdir=install_dir --prefix=local -enable-glpk
- make
- make install
- Edit .bash_profile in your $HOME directory to add the following line export LD_LIBRARY_PATH=/lib:install_dirlocal/lib:$LD_LIBRARY_PATH
- In your MATLAB code: addpath('download_dir/src/matlab')
Look into download_dir/examples for examples.