If you don’t understand the suggestions try Googling first


File not found
Make sure your Matlab path is set correctly

Trouble with MEX files
Make sure you have the latest version by downloading the working branch from GitHub:

You can always remove (or change the name of the offending MEX file). With a couple of minor exceptions all MEX files have an equivalent m-file version. Any code should therefore run in native Matlab (though it will generally run more slowly).
You can also try using mexall as described in the README file.


Troubles on Mac Operating systems

I have no experience with MACs so I cannot help with specifics.

Issues with LOOKUP
MATLAB recently created a new Java function called LOOKUP that conflicts with the CompEcon function of the same name.
The CompEcon toolbox now uses a function called TABLOOKUP; download from the working branch from GitHub: