Akira posted a patch to fix the classdef headers for clang, see savannah. There is now also a first build script for homebrew. It already works with the gui, although this was not expected because the gui thread is still not the main thread.
I suggest to use the mailing list to create instructions such that octave builds for all Mac users. First of all, it would be great if someone could verify that the homebrew formula works:
brew install https://raw.githubusercontent.com/schoeps/homebrew-science/octave/octave.rb
View this message in context: Octave 4.0 on Mac OS Yosemite (with gui!)
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