To use GFLseg you need MATLAB. Donwload the latest version of GFLseg (link above), untar it and read the README file for information on how to install it.
If you have a p-dimensional signal of length n in a n*p matrix Y, the simplest way to use GFLseg is to type at the MATLAB prompt:
>> segmentation = simpleGFL(Y)
To explore more possibilities, read the README file and run the various demonstration scripts in the 'demo/' folder.
If you use this package, please cite:
K. Bleakley and J.-P. Vert. The group fused Lasso for multiple change-point detection. Technical report HAL-00602121, 2011.