computes the nodes and weights for approximating a gaussian distribution.
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function [nodes,weights] = spherical_radial_sigma_points(n)
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%
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% Computes nodes and weigths from a third-degree spherical-radial cubature
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% rule.
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% INPUTS
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% n [integer] scalar, number of variables.
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%
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% OUTPUTS
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% nodes [double] nodes of the cubature
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% weigths [double] associated weigths
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%
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% REFERENCES
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%
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% Arasaratnam & Haykin 2008,2009.
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%
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% NOTES
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%
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% Copyright (C) 2009-2010 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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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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nodes = (sqrt(n)*([eye(n) -eye(n)]))' ;
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weights = (1/(2*n)) ;
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