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function [nodes, weights] = cubature_with_gaussian_weight(d,n,method)
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function [nodes, weights] = cubature_with_gaussian_weight(d,n,method)
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%@info:
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% Computes nodes and weights for a n-order cubature with gaussian weight.
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%! @deftypefn {Function File} {@var{nodes}, @var{weights} =} cubature_with_gaussian_weight (@var{d}, @var{n})
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%
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%! @anchor{cubature_with_gaussian_weight}
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% INPUTS
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%! @sp 1
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% - d [integer] scalar, dimension of the region of integration.
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%! Computes nodes and weights for a n-order cubature with gaussian weight.
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% - n [integer] scalar, approximation order (3 or 5).
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%! @sp 2
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% - method [string] Method of approximation ('Stroud' or 'ScaledUnscentedTransform')
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%! @strong{Inputs}
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%
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%! @sp 1
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% OUTPUTS
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%! @table @ @var
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% - 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.
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%! @item d
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% - weights [double] m×1 vector, weights associated to the nodes.
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%! Scalar integer, dimension of the region of integration.
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%
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%! @item n
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% REMARKS
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%! Scalar integer equal to 3 or 5, approximation order.
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% The routine returns nodes and associated weights to compute a multivariate integral of the form:
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%! @end table
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% ∞ -<x,x>
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%! @sp 2
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% ∫ f(x) × e dx
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%! @strong{Outputs}
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% -∞
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%! @sp 1
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%! @table @ @var
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%! @item nodes
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%! 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.
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%! @item weights
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%! m*1 vector of doubles, weights associated to the nodes.
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%! @end table
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%! @sp 2
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%! @strong{Remarks}
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%! @sp 1
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%! The routine returns nodes and associated weights to compute a multivariate integral of the form:
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%!
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%! \int_D f(x)*\exp(-<x,x>) dx
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%!
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%!
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%! @end deftypefn
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%@eod:
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% Copyright (C) 2012-2017 Dynare Team
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% Copyright (C) 2012-2019 Dynare Team
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%
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%
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% This file is part of Dynare.
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% This file is part of Dynare.
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%
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%
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@ -51,8 +34,6 @@ function [nodes, weights] = cubature_with_gaussian_weight(d,n,method)
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% You should have received a copy of the GNU General Public License
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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% AUTHOR(S) stephane DOT adjemian AT univ DASH lemans DOT fr
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% Set default.
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% Set default.
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if nargin<3 || isempty(method)
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if nargin<3 || isempty(method)
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method = 'Stroud';
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method = 'Stroud';
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