[Gretl-devel] C (helper) routines for Markov switching

Hi, perhaps this could be interesting at some point: I've noticed that the 'dynr' package for R covers a bunch of Markov switching setups and says about itself that "All estimation and computations are performed in C". (https://cran.r-project.org/web/packages/dynr/index.html) Perhaps that C code base could be adopted at some point. I couldn't find any license information in the files, but the package page above says simply GPL-3. Certainly not in the short term... cheers sven