On Thu, May 18, 2017 at 9:59 PM, cociuba mihai <cociuba@gmail.com> wrote:

Even after deleting the file the error persist.

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Apparently there's a file (a regular file, not a directory) on your 
system with the name /usr/local/lib/pkgconfig. You should delete this
(it's getting in the way of the gretl install) and try again.

sudo rm -f /usr/local/lib/pkgconfig
make install