As the answer by inkista does not contain instructions for installation on GNU/Linux platforms, for completeness I will list the step-by-step instructions for installation on Debian-based distros (Ubuntu, Mint, Elementary, etc.) using the command line. For an OS-independent installation, I've made a simple Docker image which should work on any operating system running Docker.

The guide

First install the required packages from the repositories using apt-get:

sudo apt-get install mercurial gcc-arm-none-eabi python3-pip gcc-multilib exiftool dcraw make

Then install docutils using pip3:

pip3 install --user docutils

The --user flag is optional, but without it one usually needs root access (i.e. use sudo).

Then download the unified branch of Magic Lantern using mercurial (hg):

hg clone -r unified https://bitbucket.org/hudson/magic-lantern

Then change your directory to the following using cd:

cd magic-lantern/modules/dual_iso/

and finally build the application using make:

make cr2hdr

You should then be able to use the application by running:

./cr2hdr

If you are getting a Permission denied error, try running chmod u+x cr2hdr, and then run ./cr2hdr again. To make the application run from any directory, you can run the following:

sudo ln -s /path/to/cr2hdr /usr/local/bin/cr2hdr

where /path/to/ should be replaced with the directory where the cr2hdr file is located (to find the location of the current directory, use pwd). Altenatively, you can make an alias for the path to the application in your .bashrc file:

printf "alias cr2hdr='/path/to/cr2hdr'" >> ~/.bashrc && source ~/.bashrc

which will have a similar effect.