| 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 | |
Is called by betrnormE betrnormF betrnormV.
to be looked up in rICfil
| Library: | kalman |
| See also: | rICfil calibrIC ICerzsep ICerz |