I apologise for not following up the replies to my e-mail earlier in this week, but I have been preoccupied with other business - in part the result of difficulties in trying to get Linux to work reliably on a new Thinkpad instead of Windows Vista. The distributions I started with - Mandriva & Ubuntu - were unable to handle the wireless network and other hardware properly. In addition, VMware Server, which I use to run Windows XP in a virtual machine, has become a large unwieldy beast. Anyway, the problem raised in Allin's response really concerns the correct way of dealing with directories when writing sample scripts. I have assumed that both of the scripts (example and function) plus the data are stored in the user's working directory. The missing function identified by Allin "sfa_eff" is one component of the new (renamed) functions that I have not uploaded to the server, because I wanted to ensure that everything is properly documented and working reliably under different operating systems. On my Windows system my working directory is E:\gretl\sfa_work, but it is different under Linux & Mac OS-X. Maybe, every sample script should include an explicit statement of the assumption that is made along the following lines: # IMPORTANT NOTE: # # 1. Before executing this script, store dataset xxx.gdt and script files xxx.inp # and yyy.inp in a single directory - e.g. d:\gretl\work # # 2. Use the GUI command File/Working directory to set this directory # - e.g. d:\gretl\work - as your working directory. # I can't access the ftp server at Wake Forest, so I have not checked whether the problem with numerical derivatives still occurs in the most recent Windows snapshot. Gordon