dgretl: Initial release

bachmeier no at spam.net
Tue Nov 3 20:15:15 UTC 2026


This is the initial release of dgretl, a port of 
[libgretl](https://gretl.sourceforge.net/) with an idiomatic D 
interface. Gretl is a library for econometrics, though most 
functionality is statistical rather than being specific to 
econometrics. It was (mostly) vibeported and vibetested by 
Claude. You'll want to look elsewhere if you dislike AI-generated 
code.

Functionality:

- Data loading: Read from .csv and .xlsx, .xls, .ods, and 
Gnumeric spreadsheets.
- Matrix type (reference counted) with support for iteration over 
rows, columns, or elements, matrix arithmetic, Choleski 
decomposition, inverse, sorting, rank calculation, solution of 
linear equations, etc. Designed to be used with OpenBLAS.
- Descriptive statistics: mean, maximum, kurtosis, quantile, 
normality tests, etc.
- PDF, CDF, and quantile functions for common distributions 
(normal, F, gamma, etc.)
- Random number generation from common distributions. Parallel 
random number generation using L'Ecuyer's MRG31k3p algorithm.
- Regression models: OLS, WLS, two-stage least squares, logit, 
probit, heteroskedasticity and autocorrelation robust standard 
errors.
- Time series: Transformations (lag, difference), filters, unit 
root tests, conditional heteroskedasticity tests. ARMA and GARCH 
model estimation. Vector autoregressions, impulse response 
function analysis, forecasting, cointegration tests.

Repo: https://github.com/bachmeil/dgretlpreview

Overview: 
https://github.com/bachmeil/dgretlpreview/blob/main/overview.md

Docs: 
https://github.com/bachmeil/dgretlpreview/blob/main/guide/index.md

Dub support: See 
https://github.com/bachmeil/dgretlpreview/blob/main/guide/installing-and-building.md#using-dgretl-from-a-dub-project

Tested on Linux and Windows. Should work on Mac, but I have no 
way to test it.


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