| 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 |