Hi, I've got the same memory problem:
I downloaded the mRMR package and furthermore downloaded the recent version of the mutual information toolbox from the autor's website, since the old version was not executable.
I got a data matrix <19900x256 double> and a class_vector matrix <19900x1 double> with values eigther 1, 2, 3 or 4.
I want to compute the "best" 50 features out of the 256.
So what I do now is calling test=mrmr_mid_d(data,class_vector,50);
Now it takes a while (at dual core machine E5300 with 2 GB RAM) and the following error occures:
??? Error using ==> estpab
Out of memory. Type HELP MEMORY for your options.
Error in ==> mutualinfo at 21
[p12, p1, p2] = estpab(vec1,vec2);
Error in ==> mrmr_mid_d at 49
t(i) = mutualinfo(d(:,i), f);