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...(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 -- View this message in context: http://r.789695.n4.nabble.com/how-to-use-quadrature-to-integrate-some-complicated-functions-tp3996765p3996765.html Sent from the R help mai...

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