Installing the latest Octave in Ubuntu

Go to the Octave downloads website and find the latest release of GNU Octave and download the .tar.gz file of it.

After this copy and paste the following terminal (CTRL+ALT+T) commands:

sudo apt-get build-dep octave
cd ~/Downloads
sudo mv octave-x.x.x.tar.gz ~
cd ~
tar xvf octave-x.x.x.tar.gz
cd octave-x.x.x
./configure
make
sudo make install
 
Where the 'x.x.x' refers to the version of GNU Octave you'd like to install, such as 3.6.3.

http://ftp.gnu.org/gnu/octave/