| Library: | kalman |
| See also: | rICfil calibrIC |
| Macro: | ew2inn | |
| Description: | Auxiliary routine for rICfil: calculates E[ min(t^2,u^2) ] for u square root of a Chi^2_p-variable, (recursively in dimension p) |
| Usage: | y=ew2inn(t,p) | |
| Input: | ||
| t | numeric; clipping height | |
| p | integer; dimension of X | |
| Output: | ||
| y | numeric; y=E[ min(t^2,u^2) ] | |
Is called by numint2 numint2m stointp stointpm.
Calles [within kalman.lib] betrnormF betrnormV.
to be looked up in rICfil
| Library: | kalman |
| See also: | rICfil calibrIC |