| Description: |
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Auxiliary routine for rICfil:
calculates for dimension p=2
diag(E[ YY' u min(b/|aIhY|,u) ])
and diag(E[ YY' min(b/|aIhY|,u)^2 ])
for u square root of a Chi^2_2-variable,
and Y~ufo(S_2) indep of u
by using a polar representation of
Lambda:= I^{1/2} Y u, u = | I^{-1/2} Lambda |,
Y=I^{-1/2} Lambda /u
the integrals are evaluated stepwise, first conditioning on Y
and calculated "analytically" using Ewinn, Ew2inn
and then the outer integration is done by a Romberg-Procedure
along the directions Y, parametrized by a
sin-cos-representation.
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