This is now working OK on Linux and Windows (and probably OS X),
but is not yet documented. You can stick Octave script into a
gretl "foreign" block with "language=octave", and can exchange
matrices (as with Ox) via the pre-defined Octave functions
gretl_loadmat(name1)
gretl_export(matrix, name2)
The first of these matches up with mwrite(matrix, name1) in gretl,
and the second pairs with matrix = mread(name2) in gretl.
Now we need a nice example of the use of Octave to illustrate the
yet-to-be-written entry for the User's Guide. Any suggestions?
I tried looking in octave's "econometrics" package, version 1.0.8,
(written by Michael Creel) for examples, but ran into some
problems. The script "mle_example.m" in that package fails under
current Octave (3.2.3). This is something we must strive to avoid
with gretl (i.e. inadvertent breakage of add-on packages). I've
trying to guard against that by setting up an auto-checker for all
the function packages available via the gretl server, which I run
whenever a new release is coming up.
Allin