The following jar-files must be in the class path:

If you want to work with the martingale source code (packages-9-20-02):

colt.jar
aida.jar
freehep-base.jar
jas.jar
freehep-graphics.jar
jfreechart-0.8.1.jar
jcommon-0.8.1.jar
junit.jar

If you want to just use the library add:

martingale.jar

Point the class path at each of them or mount them in the IDE as java archives. Please note that martingale.jar does not contain the supporting jars above.