[Gretl-users] local quantile regression

Hi, I am working on quantile regreession for estimating different quantiles of our forecast in gretl for a while. Actually we have succeed to call quantreg from our C code but we additionally need to make it for local quantiles that have weights. Hence we need to estimate quantiles like wls model using weights between local forecast and observations. Is it possible in gretl or better to use another tool? Regards, Erman