| Library: | kalman |
| See also: | rICfil calibrIC ICerzsep ICerz |
| Quantlet: | nmomnorm | |
| Description: | Auxiliary routine for rICfil which calculates the n-th moment of a standard normal variate truncated at t, i.e. E [X^n (X<t)] for X~N(0,1) |
| Usage: | y=nmomnorm(t,n) | |
| Input: | ||
| t | numeric, clipping point | |
| n | scalar, order of the moment | |
| Output: | ||
| y | numeric, n-th clipped moment | |
This quantlet is called by betrnormE, betrnormF, betrnormV.