On Sat, 27 Oct 2012, Pindar wrote: You're right. I'll provide an example script soon. In the meantime: it's a simulation-based device to approximate probabilities from an n-variate normal distribution. I'm sure you can get the gist of it from the following example: <hansl> nulldata 20 series inf1 = -2*uniform() series sup1 = 2*uniform() series inf2 = -2*uniform() series sup2 = 2*uniform() rho = 0.25 V = {1, rho; rho, 1} series P = cdf(D, rho, inf1, inf2) - cdf(D, rho, sup1, inf2) \ - cdf(D, rho, inf1, sup2) + cdf(D, rho, sup1, sup2) C = cholesky(V) U = muniform(2, 100) series Q = ghk(C, {inf1, inf2}, {sup1, sup2}, U) print P Q -o </hansl> More details will be in the Gretl Reference Manual (or the online help) in the upcoming 1.9.10 version, or in CVS. -------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Economia Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti --------------------------------------------------