Hi Francois,
I am running SVReg sequence on the data that you shared and it is running fine. Do you have full Matlab or MCR for 2015b installed at the default location? Perhaps, one thing to try is that you have Matlab MCR for 2015b installed in default location. If you have any suggestions on how I can reproduce this error, that would be helpful. Do you have anything special in your Matlab/Windows installation (added third party library etc)? Anand