Library: | kalman |
See also: | rICfil calibrIC ICerzsep ICerz |
Quantlet: | betrnormE | |
Description: | Auxiliary routine for ricfil: calculates the E [ |X| (|x|<t) ], X an n-dim standard normal variate |
Usage: | y=betrnormE(t,n) | |
Input: | ||
t | numeric; clipping point | |
n | integer; dim of X | |
Output: | ||
y | numeric;n-th clipped moment |
Is called by ewinn.
Calles [within kalman.lib] nmomnorm.
to be looked up in rICfil
Library: | kalman |
See also: | rICfil calibrIC ICerzsep ICerz |