[R] how to use quadrature to integrate some complicated functions

[JeffND]

Hello to all,

I am having trouble with intregrating a complicated uni-dimensional function
of the following form

Phi(x-a_1)*Phi(x-a_2)*...*Phi(x-a_{n-1})*phi(x-a_n).

Here n is about 5000, Phi is the cumulative distribution function of
standard normal, 
phi is the density function of standard normal, and x ranges over
(-infty,infty).

My idea is to to use quadrature to handle this integral. But since Phi has
not cloaed form,
I don't know how to do this effeciently. I appreciate very much if someone
has any ideas about it.

Thanks!

Jeff

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