Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: kalman
See also: rICfil calibrIC ICerzsep ICerz

Quantlet: betrnormV
Description: Auxiliary routine for ricfil: calculates E [ |X|^2 (|x|<t) ], X an n-dim standard normal variate

Usage: y=betrnormV(t,n)
Input:
t numeric; clipping point
n integer; dim of X
Output:
y numeric;n-th clipped moment

Note:

Example:

to be looked up in rICfil

Result:


Library: kalman
See also: rICfil calibrIC ICerzsep ICerz

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: P.Ruckdeschel 991010
(C) MD*TECH Method and Data Technologies, 21.9.2000