gretl vs R

gretl is a free, open-source desktop package for econometric analysis, available for Linux, macOS, and Windows. It includes statistical tests and regression models, with estimators such as least squares, maximum likelihood, GMM, and regularized methods including LASSO, Ridge, and elastic net. Time-series tools cover ARIMA, GARCH-type models, VARs, VECMs, unit-root and cointegration tests, and the Kalman filter. It also supports panel-data estimators and limited dependent-variable models, including probit and dynamic panel methods based on GMM. Users can script in hansl and export models as LaTeX tables or equations. Data formats include CSV, Excel, OpenDocument, Stata, SPSS, EViews, and others. gretl exchanges data and results with GNU R, GNU Octave, Python, Julia, Ox, and Stata, and supports machine learning via LIBSVM and mixed time-series frequencies via MIDAS. It is distributed under the GNU GPL, which permits redistribution and modification. The maker notes its statistical-method coverage is less comprehensive than GNU R's.

R is a free software environment for statistical computing, with graphics, statistical tests, regression models, and scripting support. It runs on Windows and macOS, as well as a wide range of UNIX platforms. Its import options cover text, XML, spreadsheet-like files, Excel, SPSS, SAS, and Stata, along with databases, binary files, and image files. Downloads are provided through preferred CRAN mirrors, and the project offers FAQs about installation and licensing. Documentation resources include manuals, journals, books, and certification links; community resources include mailing lists and developer pages. Questions about the software are directed to the Getting Help section. The listed current release is R 4.6.1, named Happy Hop, released June 24, 2026; version 4.5.3 is described as a wrap-up release. R was founded in 1990, and its maker is listed as R, headquartered in Vienna, Austria.