MATLAB pdist2 with gpuArray

I have trouble using the pdist2 function of the Statistics and Machine Learning Toolbox with gpuArrays, although its explicitly stated that it should work:

Statistics and Machine Learning Toolbox Functions with gpuArray Arguments

How can I make this work?

data = randn(100,5);
mu = mean(data);

data = gpuArray(data);
mu = gpuArray(mu);

dist = pdist2(data, mu, 'euclidean')

Without gpuArrays, there is no problem with using the 2 functions.

Thanks for your help.

Edit

I am getting the following error:

Warning: Converting non-floating point data to double. 
> In pdist2 (line 228) 
Error using pdist2mex
X and Y inputs to PDIST2MEX must both be double, or both be single.

Error in pdist2 (line 352)
        D =
        pdist2mex(X',Y',dist,additionalArg,smallestLargestFlag,radius);

[Edric Ellis]

Which version of MATLAB are you using? I just tried that using R2017a and it succeeded.

[Daniel]

I am using R2016a.

With the mvnpdf function I was mistaken. This works without problems. But the pdist2 still does not work with the given code above.

By now, I am using an implementation from Matlab File Exchange which works with gpuArrays.