many thanks for the quick reply Allin. 

I have / had included <gretl/kalman.h> but when compilation failed I realized that kalman_smooth was not declared in this header

On Thursday, December 20, 2012 at 2:16 PM, "Allin Cottrell" <cottrell@wfu.edu> wrote:
On Thu, 20 Dec 2012, jean.p@hushmail.com wrote:

> just a couple of quick questions regarding the gretl API: *trying to
> use the kalman_smooth function in c++ code, I realized that this
> function is not declared in the header file. Is it declared somewhere
> else? *in order to ensure smooth (no pun intended) compilation /
> linkage, is this function part of the library /usr/lib/libgretl-1.0.so

You need to

#include <gretl/kalman.h>

See
http://gretl.sourceforge.net/API/new/gretl/gretl-Kalman.html

Allin Cottrell
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