-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 hello, I am trying to understand how to use Gretl's kalman smoothing capabilities within c++ code by creating a C++ function which would take as argument a one-dimensional time series (for instance of type std::vector<double>) and would return a smoothed series (of the same type) a very simple example would be a time series following a random walk process such as: X(t) = X(t-1) + w(t), where w(t) follows a Gaussian N(0,0.005) with the observed process : Z(t)= X(t) + v(t), with v(t) ~ N(0,1) looking at the API guide online, it seems I would need to include <gretl/libgretl.h> as well as <gretl/kalman.h> and then probably call kalman_new and kalman_smooth but I am not at all sure I would really appreciate if someone could share some .cpp code that I could work through and use as a template many thanks for your help ! jean