There is no API to set the number of MAC retries from application. It is fixed in WLAN firmware which is abstracted from application layer. You can have a brief insight about the retry parameters by using wl counters (txfail will indicate how many packets exceeded the retry limit)
I am aware about the counters. All access points and Linux drivers enable the use of "iw" utility to adjust the retransmission retries and RTS threshold value. Are you sure there is no such APIs in WICED?!