[Gretl-users] Package updates (January 2026)

Dear all, this message is to inform the community about the activity in our function package repository: during the month of january 2025, 10 packages were updated to a new version and a new one was released. The new one is "DYconn", by C. Casoli, L. Pedini and A. Tarassow: it implements Diebold and Yilmaz' VAR-based connectedness measures. If you know what I'm talking about, good. If you don't , you may want to have a look at Chiara and Luca's nice paper on the subject <https://link.springer.com/article/10.1007/s00180-025-01680-9>;. The updates were: "heatmap", by Artur Tarassow (heatmap, contour and 3D plots) "FEP", by Artur Tarassow and Sven Schreiber (Forecast Evaluation via many measures) "yahoo_get", by myself (Downloader of daily financial data from Yahoo) "ARMA_IRF", again by myself (IRF for univariate ARMA models) "gnuplot_piechart" , by Ignacio Díaz-Emparanza (A simple 2D pie chart) "ketvals", by Francesco Valentini and myself (Kernel-based Time-Varying Least Squares) "StrucTiSM", by me and Sven Schreiber (Harvey-style Structural Time Series Models) "adalasso", also by Sven Schreiber (adaptive Lasso) "DynMultCalc", by Allin and me (dynamic multipliers for ADL models) "ARprobit", again by Sven Schreiber (Dynamic Probit à la Kauppi&Saikkonen) Yes, there's quite a few of them. Several, however, contain only cosmetic adjustments, needed to silence a warning message about deprecated syntax for drawing bands in plots. That said, some others contain nice substantial improvements: for example, "FEP" has some nice improvements in the Giacomini-White test, "StrucTiSM" finally includes auxiliary residuals (a long-awaited feature) and a nasty bug in "adalasso" was fixed. As usual, update and enjoy! ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------