Gretl is written in the C programming language. I have abided as far as possible by the ISO/ANSI C Standard (C89), although the graphical user interface and some other components necessarily make use of platform-specific extensions.
gretl was developed under Linux. The shared library and command-line client should compile and run on any platform that (a) supports ISO/ANSI C, (b) has the following libraries installed: zlib (data compression), libxml (XML manipulation), and LAPACK (linear algebra support). The homepage for zlib can be found at info-zip.org; libxml is at xmlsoft.org; LAPACK is at netlib.org. If the GNU readline library is found on the host system this will be used for gretcli, providing a much enhanced editable command line. See the readline homepage.
The graphical client program should compile and run on any system that, in addition to the above requirements, offers GTK version 1.2.3 or higher (see gtk.org). As of this writing there are two main variants of the GTK libraries: the 1.2 series and the 2.0 series which was launched in summer 2002. These variants are mutually incompatible. gretl can be built using either one — the source code package includes two sub-directories, gui for GTK 1.2 and gui2 for GTK 2.0. I recommend use of GTK 2.0 if it is available, since it offers many enhancements over GTK 1.2.
gretl calls gnuplot for graphing. You can find gnuplot at gnuplot.info. As of this writing the most recent official release is 4.0 (of April, 2004). The MS Windows version of gretl comes with a Windows version gnuplot 4.0; the gretl website also offers an rpm of gnuplot 3.8j0 for x86 Linux systems.
Some features of gretl make use of Adrian Feguin's gtkextra library. You can find gtkextra at gtkextra.sourceforge.net. The relevant parts of this package are included (in slightly modified form) with the gretl source distribution.
A binary version of the program is available for the Microsoft Windows platform (32-bit version, i.e. Windows 95 or higher). This version was cross-compiled under Linux using mingw (the GNU C compiler, gcc, ported for use with win32) and linked against the Microsoft C library, msvcrt.dll. It uses Tor Lillqvist's port of GTK 2.0 to win32. The (free, open-source) Windows installer program is courtesy of Jordan Russell (jrsoftware.org).
I'm hopeful that some users with coding skills may consider gretl sufficiently interesting to be worth improving and extending. The documentation of the libgretl API is by no means complete, but you can find some details by following the link "Libgretl API docs" on the gretl homepage.