Hi everybody,

I’ve just uploaded the package “Baytool” which aims to provide Bayesian estimation methods in gretl. This is a long-standing project which will be enriched with new functions from time to time: at the moment three specifications are provided i.e,  the Bayesian linear model with homoskedastic and  heteroskedastic errors and  the Bayesian Lasso.  The functions exploit both simulation methods via MCMC and analytical solutions when available. There is also a function for plotting marginal posterior distributions.

Any bug reports will be appreciated!


Best regards,

Luca Pedini