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