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Updated header.

time-shift
Stéphane Adjemian (Charybdis) 2019-04-16 09:38:28 +02:00 committed by Stéphane Adjemian
parent fa8ffbf3c3
commit 42140ff8fb
1 changed files with 17 additions and 36 deletions
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53
matlab/cubature_with_gaussian_weight.m
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@ -1,40 +1,23 @@
function [nodes, weights] = cubature_with_gaussian_weight(d,n,method)
%@info:
%! @deftypefn {Function File} {@var{nodes}, @var{weights} =} cubature_with_gaussian_weight (@var{d}, @var{n})
%! @anchor{cubature_with_gaussian_weight}
%! @sp 1
%! Computes nodes and weights for a n-order cubature with gaussian weight.
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item d
%! Scalar integer, dimension of the region of integration.
%! @item n
%! Scalar integer equal to 3 or 5, approximation order.
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item nodes
%! n*m matrix of doubles, the m nodes where the integrated function has to be evaluated. The number of nodes, m, is equal to 2*@var{d} is @var{n}==3 or 2*@var{d}^2+1 if @var{n}==5.
%! @item weights
%! m*1 vector of doubles, weights associated to the nodes.
%! @end table
%! @sp 2
%! @strong{Remarks}
%! @sp 1
%! The routine returns nodes and associated weights to compute a multivariate integral of the form:
%!
%! \int_D f(x)*\exp(-<x,x>) dx
%!
%!
%! @end deftypefn
%@eod:
% Computes nodes and weights for a n-order cubature with gaussian weight.
%
% INPUTS
% - d [integer] scalar, dimension of the region of integration.
% - n [integer] scalar, approximation order (3 or 5).
% - method [string] Method of approximation ('Stroud' or 'ScaledUnscentedTransform')
%
% OUTPUTS
% - nodes [double] n×m matrix, with m=2×d if n=3 or m=2×d²+1 if n=5, nodes where the integrated function has to be evaluated.
% - weights [double] m×1 vector, weights associated to the nodes.
%
% REMARKS
% The routine returns nodes and associated weights to compute a multivariate integral of the form:
% ∞ -<x,x>
% ∫ f(x) × e dx
% -∞
% Copyright (C) 2012-2017 Dynare Team
% Copyright (C) 2012-2019 Dynare Team
%
% This file is part of Dynare.
%
@ -51,8 +34,6 @@ function [nodes, weights] = cubature_with_gaussian_weight(d,n,method)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% AUTHOR(S) stephane DOT adjemian AT univ DASH lemans DOT fr
% Set default.
if nargin<3 || isempty(method)
method = 'Stroud';