Libgretl Reference Manual: Libgretl Reference Manual

API reference for libgretl-1.0 version 45.0.0 (gretl 2023b)

Libgretl Overview

Compiling libgretl — How to compile libgretl itself
Mailing lists and bug reports — Getting help with libgretl

Core structures and error-handling

libgretl
libset
gretl_commands
gretl_errors

Data input and output

Data I-O — basic input and output of data
DB read — reading from databases
DB write — writing to a gretl database
Data support — data handling (internal)
gretl_xml
gretl_string_table

Estimating models

Estimation — estimation of regression models
Limdep — models for limited dependent variables and related cases.
Nonparametric — selected nonparametric routines
Nonlinear models — estimation of nonlinear models
Panel data — estimation of panel data models
Model structure — handling of the MODEL struct
system
var

Forecasting

Forecasting — Forecasting based on models
Kalman — The Kalman filter

Descriptive statistics and tests

Descriptive statistics — descriptive statistics plus some tests
Model tests — diagnostic and specification tests for models
ADF, KPSS, Engle-Granger — unit root and cointegration tests
gretl_restrict
vartest

Manipulating datasets

Transformations — standard transformations of series in the dataset
Calendar — functions for working with dates
dataset
genmain
genfuncs
subsample
missing

Printing and graphing

PRN — gretl printing struct
printout
modelprint
texprint
graphing
boxplots
varprint

Matrix manipulation

Matrices — construct and manipulate matrices
Matrix extra — more matrix operations

Random numbers and probability distributions

PRNG — generate pseudo-random values
P-values — probability values for test statistics and related functionality

Lists — handling of lists of integers
Strings — miscellaneous string-handling utilities
Plugins — accessing gretl plugins
gretl_utils
gretl_bfgs
gretl_paths