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greene
2004 Jul 15
1
GHK simulator
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??t Osnabr??ck
FB Wirtsc...