If the X parameter IMP.isd.Nuisance has upper and/or lower bounds and if any of the other parameters are themselves Nuisances, then the missing normalization factor from the truncation is non-constant and must be computed (along with its derivative). This should be handled at the level of IMP.isd.FNormal and IMP.isd.FStudentT and consists of computing the CDF and the derivative of CDF wrt parameters.