Marcin,
I'm not sure I have understood your message.
You state that:
1) you have created a package (e.g. named svm_qml.gfn)
2) you have ran the script:
    include svm_qml.gfn  (if you have created a package, you have to include the package in your script!)
    open nasdaq.gdt
    bundle Mod3 = svm_qm2(r,3,0,1,1,10)
3) and everything works fine on your PC

Is that so?
On my PC (even with gretl 2024d) no! :(
On my machine, as said, the crude script (with all functions) works well? The package doesn't!

Paolo, since it is your package candidate that fails somehow, it would make sense to share that candidate gfn file. Otherwise it's almost impossible to diagnose the problem.

Just one shot in the dark for now: a gretl function package needs to specify if it can live without an active dataset; the default is that "some sort of dataset" (undated, time series, panel) is needed. Perhaps that is a setting that you need to change.

cheers

sven