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The mingw site is kind of confusing and the installation instructions convoluted.
I had been using the codeblocks distribution of mingw.
I had also tried the development environment that comes with octave.
But the msysgit netinstall seems to work better out of the box for building most things that require:

./configure ; make ; make install 
What else do you complement msysgit netinstall with ?
Or is there a better development environment ?