<p>As <a href="https://github.com/rcurtin" class="user-mention">@rcurtin</a> already pointed out you could take a look at the <code>.appveyor.yml</code> file, but I can guide you through the process if you like. Maybe you are able to join us on irc <code>#mlpack</code>?</p>

<p>There are basically two ways, to get all the dependencies to build mlpack. The first way, is to manually build everything, that's what <a href="https://github.com/stereomatchingkiss" class="user-mention">@stereomatchingkiss</a> describes in his blog post. The second way, is to use NuGet, which is something like apt-get for debian. It makes things a lot easier and less time consuming.</p>

<p>e.g. by running the following commands you get all the necessary dependencies including OpenBLAS:</p>

<pre><code>nuget install boost
nuget install boost_unit_test_framework-vc140
nuget install boost_program_options-vc140
nuget install boost_random-vc140
nuget install boost_serialization-vc140
nuget install boost_math_c99-vc140
nuget install OpenBLAS
</code></pre>

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