Description------------The toolbox contains several Matlab scripts, MEX source code in c++and precompiled mex-files for Linux and Windows. See "contents.m" forshort description of the Matlab functions. A short demo is provided in"demopcamv.m".Matlabs scripts is enough for working with data matrices in which NaNsrepresent missing values requires no installation. Mex-files areneeded for dealing with sparse matrices containing only observedvalues.Installation------------Working with data matrices in which NaNs represent missing valuesrequires no installation: Just add the toolbox directory into theMatlab path.Working with sparse matrices containing only observed values requiresbuilding several mex-files. This distribution contains precompiledmex-files for Linux and Windows which should work.In case you want to build the mex-files yourselves: Typing "install"in Matlab from the toolbox directory will create mex files with nosupport of multiple threads. Typing "install_threads" creates mexfiles which support multiple threads using the pthreads library.Building mex files in Windows requires an installed c++ compiler.Using MinGW (www.mingw.org) is a good option.Building mex-files which support multiple threads requires the PosixThreads library installed. In Windows, Posix Threads for Win32(sourceware.org/pthreads-win32/) should work nicely. Modifyinstall_threads.m such that the path to pthreads.h is included in the#include search and link a relevant lib file from the pthreadspackage. When the functions are called in Matlab, make sure that anecessary dll file for the pthreads library is in one of thedirectories in the Windows path (check PATH environment variable).This distribution includes Linux mex-files which support threads.  Thedefault Windows dlls included in this package do not support threads.The dll-files in the "pthreads-win32" directory are build for Windowsusing "libpthreadGCE2.a" and "pthreadGCE2.dll" from the Posix Threadspackage for Win32.----------------------------------------------------------------------This software is provided "as is", without warranty of any kind.Alexander Ilin, Tapani Raiko