If anybody is still interested in this: the following worked in my case. In Matlab code you write (for two models for example)
nomodels=2;
file_names = cell(nomodels,1);
file_names{1}=‘name1’;
file_names{2}=‘name2’;
model_priors = [1;1];
options_.model_comparison_approximation=‘Laplace’;
PosteriorOddsTable = model_comparison(file_names,model_priors);
In this case it does what it should do. However, the field in Options is now changed into ‘Laplace’. I guess you will nneed to have a line like
options_.model_comparison_approximation=’ '; or delete this field if you later want to use different approximation.