Recently some work has been done in maintaining a unified build system mxe-octave (a fork of [http://mxe.cc/ MXE]) which anyone can use to produce cross as well as native builds of GNU Octave for Windows and Mac OS X platforms. This page contains instructions about creating a Windows installer using mxe-octave.
=Installing requirements of MXE Octave=
MXE Octave requires a recent Unix system where all components as stated below are installed.
==Debian (GNU/kFreeBSD & GNU/Linux)==
aptitude install -R autoconf automake bash bison bzip2 \
cmake flex gettext git g++ intltool \
aptitude install -R foo
Steps to create Windows Installer