Installing GNU Octave 3.8.0 on Mac OS 10.10.2
I fetched GNU Octave 3.8.0 from SourceForge and attempted to install. Unfortunately, the system didn't want to install it since it didn't come from the Apple App Store.
I opened the README.txt file in the install window and found this advice:
You may need to override Gatekeeper to allow installation of GNU Octave 3.8.0 on OSX 10.9 (Mountain Lion). You may find instructions about how to do this on this page: http://support.apple.com/kb/ht5290 in the section labeled "How to open an app from a unidentified developer and exempt it from Gatekeeper".
I figure OS 10.10 might have the same work around. Indeed, that was the case.
I opened up the recommended Apple support page.
Control-mouse clicked on the GNU Octave install icon and clicked "Open" which generated the dialog box as pictured in the Apple support page and clicked "Open" in that box and voila, the thing started to install.
There is a considerably more complicated set of instructions in Octave for MacOS X. I don't know if the results are the same or not but Octave is now running on my desktop using the simpler procedure.
Hope it helps you if you are in the same situation!