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+INSTALLATION
+
+If you have downloaded the jmlr bundle using the TeX Directory
+Structure (TDS), that is you have downloaded the archive
+jmlr.tds.zip containing doc, tex and source directories, you need to
+follow the "Installing from TDS" instructions below.
+
+If you have downloaded the following files:
+
+jmlr.dtx
+jmlr.ins
+
+You need to follow the "Installing from DTX and INS" instructions
+below.
+
+For further information on installing LaTeX packages see:
+
+http://www.tex.ac.uk/cgi-bin/texfaq2html?label=installthings
+
+INSTALLING FROM TDS
+===================
+
+Files in tex and doc directories should go in the corresponding
+TEXMF directories (for example, /usr/share/texmf-local/ or
+C:\localtexmf\).
+
+*Remember to refresh TeX's database*
+
+Example (on UNIX like systems):
+
+unzip jmlr.tds.zip -d ~/texmf/
+texhash ~/texmf/
+
+Move the makejmlrbook Perl script from scripts/jmlr/ to somewhere
+on your path. If you are using Windows, you will also need to
+move makejmlrbook.bat to the same location.
+
+INSTALLING FROM DTX AND INS
+===========================
+
+Run LaTeX on jmlr.ins to generate jmlr.cls and jmlrbook.cls:
+
+latex jmlr.ins
+
+To create the documentation (jmlr.pdf):
+
+pdflatex jmlr.dtx
+makeindex -s gind.ist jmlr.idx
+makeindex -s gglo.ist -o jmlr.gls jmlr.glo
+pdflatex jmlr.dtx
+pdflatex jmlr.dtx
+
+If TEXMF denotes the base directory of your local TeX installation (e.g.
+/usr/share/texmf-local/ or C:\localtexmf\) then create the following
+directories (if they don't already exist):
+
+TEXMF/doc/latex/jmlr
+TEXMF/tex/latex/jmlr
+
+Move the documentation to TEXMF/doc/latex/jmlr/
+
+Move jmlr.cls and jmlrbook.cls to TEXMF/tex/latex/jmlr/
+
+*Remember to refresh TeX's database*
+
+Move the makejmlrbook Perl script to somewhere on your path. If
+you are using Windows, you will also need to move makejmlrbook.bat
+to the same location.
+