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Temporary workaround for missing option. 

The implementation of scaled unscented transform has to be reworked.
time-shift
Stéphane Adjemian 2019-04-18 17:52:36 +02:00
parent c30bdf7bbe
commit 0ae1471afc
1 changed files with 1 additions and 1 deletions
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2
matlab/ep/setup_integration_nodes.m
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@ -28,7 +28,7 @@ if EpOptions.stochastic.order
nnodes = length(weights);
case 'Unscented'
p = pfm.number_of_shocks;
k = EpOptions.ut.k;
k = 3;%EpOptions.ut.k;
C = sqrt(pfm.number_of_shocks + k)*pfm.Omega';
nodes = [zeros(1,p); -C; C];
weights = [k/(p+k); (1/(2*(p+k)))*ones(2*p,1)];