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