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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