[R] GHK simulator

[Trenkler, Dietrich]

Dear R-community,

not to re-invent the wheel I wonder if someone of you
has ever written a function to compute the GHK smooth recursive
simulator to estimate multivariate normal probabilities. See for instance
page 194 of

@BOOK{Greene97,
  author = {William H. Greene},
  year = 1997,
  title = {Econometric Analysis},
  edition = {3rd},
  publisher = {Prentice-Hall},
  address = {New Jersey 07458}
}


Thank you.           

Dietrich Trenkler

--
Dietrich Trenkler   Universität Osnabrück                                  
FB Wirtschaftswissenschaften           
Rolandstr.8              D-49069 Osnabrück

dtrenkler at nts6.oec.uni-osnabrueck.de