The decompressed length is not being returned through the lzfx_decompress 
function. Instead it gave an LZFX_EARGS error. I used these parameters to call 
the function:
retrunValue = lzfx_decompress(compressed.data(), size, NULL, &estimated);
Notice the NULL, it is told in the documentation that this is a valid way to 
get the expected decompressed length of a compressed object.

I got it working by changing a line of code in the lzfx.cpp file.(line 248):
if(olen != 0) return LZFX_EARGS;
if(*olen != 0) return LZFX_EARGS;

Is this a bug? 
Am I using this the wrong way? If so please update the documentation.

function lzfx_decompress
code line 244: if(olen != 0) return LZFX_EARGS;

must be 
if(*olen != 0) return LZFX_EARGS;