The authors estimate about 75% of PMTK3 is available from Octave, while Matlab support is comprehensive. PMTK3 has been in maintenance mode for a few years, as the world has moved on Python in significant numbers. Nonetheless, PMTK3 should not be neglected for easy access to a wide variety of machine learning methods.
git clone https://github.com/probml/pmtk3 cd pmtk3
From Matlab or Octave:
which downloads supplementary files (one-time).
Run programs like