See 
http://gretl.sourceforge.net/
The change log is shown below, but first two notes:
1) Gretl's Ziggurat code for generating pseudo-random normal variates 
has been improved (based on David Bateman's code for GNU Octave). The 
new implementation is faster and gives denser coverage of the real 
line. However, this change means that gretl 2016d will not produce the 
same sequence of normals as previous versions, for any given random 
seed.
2) Packagers may wish to build gretl with MPI support (configure 
option --with-mpi). This requires an MPI installation on the build 
host, but is in the nature of an "optional dependency" for gretl 
users. The standard gretl executables will continue to work in the 
absence of MPI on the user's machine; only the new executable, 
gretlmpi, will not run unless the user installs an MPI package. (Our 
builds for MS Windows and Mac OS X are configured in this way.)
2016-11-19 version 2016d
- New commands to support MIDAS: "midasreg" and "hfplot"
- New MIDAS-related functions: hfdiff(), hfldiff(), hflags(),
   hflist(), mgradient(), mlincomb() and mweights()
- Add sample MIDAS datafile, gdp_midas.gdt, and accompanying
   illustrative script, gdp_midas.inp
- New function BFGSmaxc() for constrained maximization using
   L-BFGS-B, version 3.0
- New maximization function NMmax() (Nelder-Mead "amoeba")
- New function cnumber() to get Belsley's condition number
- Small fixes for --compact=spread and new lags() options
- "qlrtest" command: enable --quiet option
- "nls" command: make --verbose output more informative
- "modtest" command: add --xdepend option for Pesaran's CD
   test of cross-sectional dependence in panel-data models
- "gnuplot" and "plot": add "bars" option for plotting a
   confidence band with error bars
- "pca" command: restore facility to skip missing observations
   rather than flagging an error
- "fcast" command: add a --stats-only option to print the
   forecast evaluation statistics without the actual forecasts
- "outfile" command: add a --buffer option to divert output
   to a string variable
- median() function: accept a list argument, as with mean()
- GUI main window popup menu: add option to check for
   collinearity when two or more series are selected
- GUI function package browser: add last-modified date to
   the information shown; remove option to edit packages
- The option of using the Box-Muller method for generating
   random normals is now removed
- The Mersenne Twister code is updated to SFMT 1.4.1, and the
   generation of random normals is speeded up
- Add and document a $model accessor which retrieves a bundle
   containing information regarding a single-equation model
- Matrix manipulation syntax: allow use of negative indices to
   drop specified rows/columns
- Fix an issue where gretl might fail to read back a gdt data
   file written by itself
- Fix for sort() and dsort() as applied to row or column
   vectors: if row or column names are present, keep them
   aligned with the original values
- Fix breakage in "dataset renumber" command
- Fix breakage in "modtest" command with --white option
- gig addon: fix an off-by-one bug
- Fix bug: potential crash in GUI filter plot with very long
   series name
- Fix bug: non-interactive calling of R from gretl on Windows
   got broken somehow
- Fix: return 1 rather than NA for chi-square p-value in case
   of underflow
- Fix bug in mcorr() function: correlations between constants
   should be NaNs, not zeros
- Fix bug: potential crash with the "delete" command on a
   list which contains duplicated series
- Installers for Windows, Mac: include fuller set of PDF docs
- MS Windows builds: update to gtk-2.24.30, update libffi
-- 
Allin Cottrell
Department of Economics
Wake Forest University, NC