Dear all, I would like to mention my new package "fsboost" for computing forward-stagewise shrinkage and selection regressions. The package is now available as an official user-contributed package. This forwars-stagewise estimator is a kind of "alternative" to the well-known Lasso estimator. Access source code, unit-tests and a brief introduction here: https://github.com/atecon/fsboost/edit/master/README.md The more detailed pdf help can be accessed here: http://ricardo.ecn.wfu.edu/gretl/cgi-bin/current_fnfiles/unzipped/fsboost... Enjoy! Comments and suggestions are welcome. Artur