On the Linux platform you have the choice of compiling the gretl code yourself or making use of a pre-built package. Ready-to-run packages are available in rpm format (suitable for Red Hat Linux and related systems) and also deb format (Debian GNU/Linux). I am grateful to Dirk Eddelbüttel for making the latter. If you prefer to compile your own (or are using a unix system for which pre-built packages are not available) here is what to do.
Download the latest gretl source package from gretl.sourceforge.net.
Unzip and untar the package. On a system with the GNU utilities available, the command would be tar -xvfz gretl-N.tar.gz (replace N with the specific version number of the file you downloaded at step 1).
Change directory to the gretl source directory created at step 2 (e.g. gretl-0.98).
The basic routine is then
./configure make make installHowever, you should probably do ./configure --help first to see what options are available. One option you way wish to tweak is --prefix. By default the installation goes under /usr/local but you can change this. For example ./configure --prefix=/usr will put everything under the /usr tree. In the event that a required library is not found on your system, so that the configure process fails, please take a look at Appendix B of this manual.
As of version 0.97 gretl offers support for the gnome desktop. To take advantage of this you should compile the program yourself (as described above). If you want to suppress the gnome-specific features you can pass the option --without-gnome to configure.
The MS Windows version comes as a self-extracting executable. Installation is just a matter of downloading gretl_install.exe and running this program. You will be prompted for a location to install the package (the default is c:\userdata\gretl).
If your computer is connected to the Internet, then on start-up gretl can query its home website at Wake Forest University to see if any program updates are available; if so, a window will open up informing you of that fact. If you want to activate this feature, check the box marked "Tell me about gretl updates" under gretl's "File, Preferences, General" menu.
The MS Windows version of the program goes a step further: it tells you that you can update gretl automatically if you wish. To do this, follow the instructions in the popup window: close gretl then run the program titled "gretl updater" (you should find this along with the main gretl program item, under the Programs heading in the Windows Start menu). Once the updater has completed its work you may restart gretl.