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

Macro: nmomnorm
Description: Auxiliary routine for ricfil: 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 integer; order of the moment
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, 17.8.2000