The latter change mostly affects nonlinear least squares applications. The software below is provided as is. Although I believe it is bug-free, there are no guarantees. I will try to maintain a list of known problems and suggested remedies.
Version numbers appear in brackets after function name.
I will try to keep track of version changes and repost files. If you have an older version of the software you should consider upgrading all files as several enhancements have been made to the GMM library. The handling of the weighting matrix is different now. The old procedure gmmW.m is replaced by an enhanced routine gmmS.m. Now the handling of the weighting matrix and the Spectral Density matrix are more decoupled, allowing for pre-specified weighting matrices.