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What program do I need for James O'Shaugnessey's code he wrote

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Just wondering what program do I need to buy to be able to run this code. New to MathLab and just need a little insight here.
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Geoff Hayes
Geoff Hayes on 24 Nov 2014
Avery - there are no notes indicating that the code is dependent upon any other toolboxes, so I suggest that you just run the code from the MATLAB command line.

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