On Fri, 1 Jun 2007, a b wrote: I found this very useful: http://www.cs.cf.ac.uk/Dave/C/ If you want to have a peek into the gretl source, that's great, but let me warn you: it's big and not always intuitive. If you have the source unpacked somewhere, the places where you'll find the most noteworthy code are: 1) the lib/src/ directory: this is the "core" of gretl. Technically, it's the source to the shared library, but in practice, this is where most of the number-crunching is done. A nice file to browse here to get the feel of it is genfuncs.c, where most of the "genr" functions are computed. 2) the cli/ and gui2/ directories: these contain the code for the text-based and GUI clients, respectively. 3) the plugins/ directory: this one contains the code for some methods not implemented in the library, but rather on top of it: ARIMA, Tobit, GARCH and so on. The C sources here are probably the best place to start if you want to have an idea of how things are done. The files tobit.c or oprobit.c are relatively small and self-contained and should give you an idea. Riccardo (Jack) Lucchetti Dipartimento di Economia Università Politecnica delle Marche r.lucchetti(a)univpm.it http://www.econ.univpm.it/lucchetti