Old discussion about this topic for OSX Lion here. However, I think there is no good answer to this topic, since pgfplots is not already installed so not only a .sty file problem, like Alan writes there.

I am trying to run this script here but get the error about the missing pgfplots, after the generation of the Liste.dat:

enter image description here

I run ls /usr/local/texlive/2014/texmf-dist/scripts/pgfplots/ and get

matlab2pgfplots.m   pgf2pdf.sh  matlab2pgfplots.sh  pgfplots.py. 

This suggests me that have the command but the error is internal in pgfplots.

I reinstall the system and run the command sudo tlmgr install --reinstall pgfplots but I get the some error message as above.

How can you install pgfplots in OSX Yosemite?

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    Ah, the screenshot output is missing some crucial things, just run pdflatex from the command line to see the full output. This looks like the package is installed fine but the example doesn't work -> might be better to follow up on the TeX site with this. – nohillside Mar 22 '15 at 8:32

pgfplots is available as part of MacTeX:

enter image description here

To forcefully reinstall it from the command line, you can use

sudo tlmgr install --reinstall pgfplots

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