[...]The version of R seems not to affect. I just upgraded from R 3.6 to 4.1.2 obtaining the same crash.

I have gretl 2001.c built on august in my laptop (ubuntu 20.04 as well), and this script may be run without problem.

OK, two things. Copy-n-pasting Ignacio's script provokes some weird hiccup on mu system because of the indentation (those are not spaces nor tabs; God knows what they are. Hexdump gives me "c2 a0"; go figure).

After fixing the indentation, the script runs fine here. Still, a crash should never happen.

Thank you Jack, for trying it, but it seems this is not the problem. I fixed the indentation and gretl continues crashing. I am sending the file for whether you can see another strange character. (I don't understand the output of hexdump)

A few extra points:

* The script in fact comes from the User's Guide (chap. 44), not the Hansl Primer. Copy-pasting code from the pdf files will give you nothing but trouble. This is why recent versions of the User's Guide have clickable links to download the example scripts.

Yes, sorry, I was alternating between the two and I must have been wrong. It's the chapter about R and gretl. I can see now the link to download the script.

* Not really relevant but... for that kind of stuff (structural time series models) it's not necessary to go throuh R anymore, since we have the StrucTiSM package ;)

Yes, but it is a good example on how to play jointly with gretl and R

* Even less relevant, but... Ignacio: we would value very much your opinion on the new GUI element for setting up state space models. A model like the one in the example (a Local Linear Trend model) is quite easy to handle.

I haven't had a chance to review it yet. I haven't used models in state space form lately. But I hope to be able to do it soon.

-- 
Ignacio Díaz-Emparanza
Departamento de Métodos Cuantitativos
Universidad del País Vasco - Euskalherriko Unibertsitatea, UPV/EHU
Tfno: (+34) 94 601 3732