In order to use Psignifit from within Matlab (mpsignifit), you have to install both the Command Line Interface (for your respective operating system) as well as mpsignifit. The installation instructions for the Command Line Interface can be found in:
If you have not already downloaded the sources during the installation of the Command Line Interface:
You will want to download the most recent version of psignifit from: http://sourceforge.net/.projects/psignifit/files/. You will want the zip file, for example psignifit3.0_beta_28-10-2011.zip.
Extract the file, and enter the directory by typing:
$ unzip psignifit3.0_beta_<date of the snapshot>.zip
$ cd psignifit3.0_beta_<date of the snapshot>
replacing <date of the snapshot> by the date string in the file name.
Within the extracted directory, there is a directory called mpsignifit. Copy this directory to somewhere (e.g. the toolbox folder in your Matlab installation directory). Then inform Matlab about these files by typing (in Matlab):
addpath <path\to\mpsignfit\files>
where you replace <path\to\mpsignifit\files> with the path where you copied the mpsignifit folder.
If you now call:
savepath
you avoid having to call the above command everytime you start Matlab.
You can check that everything went fine by calling:
test_psignifit