Library: | kalman |
See also: | rICfil calibrIC ICerzsep ICerz |
Quantlet: | betrnormV | |
Description: | Auxiliary routine for ricfil which calculates E[ |X|^2 (|x|<t) ], where X is an n-dimensional standard normal variable. |
Usage: | y=betrnormV(t,n) | |
Input: | ||
t | scalar, clipping point | |
n | scalar, dimension of X | |
Output: | ||
y | scalar, n-th clipped moment |
This quantlet is called by ew2inn and by ewinn and it calls nmomnorm within the kalman.lib itself.