Kirill Naralenkov

imhof(): "Result too large" (error 32) beyond about 2,500-3,000 eigenvalues; suggest computing on the log scale.

hpfilt(): default λ for annual and monthly data, Ravn and Uhlig's 6.25·pd⁴ rather than 100·pd² (follow-up to gretl-devel, October 2016).

arima, exact ML: --opg (and set arma_vcv op) does not give the outer-product-of-gradient covariance, and --robust inherits it.

Panel Durbin-Watson ($dw) leaves out the last unit's last squared difference.

Two-way clustering: --cluster with named series gives one-way clustering on the second variable.