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Changed option value for unscented integration nodes.

time-shift
Stéphane Adjemian(Charybdis) 2016-04-19 11:34:08 +02:00 committed by Stéphane Adjemian (Charybdis)
parent edce6b4779
commit fbf2fae036
1 changed files with 1 additions and 1 deletions
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2
matlab/ep/setup_integration_nodes.m
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@ -26,7 +26,7 @@ function [nodes,weights,nnodes] = setup_integration_nodes(EpOptions,pfm)
nodes = kron(eye(pfm.stochastic_order),transpose(pfm.Omega))*nodes;
weights = weights;
nnodes = length(weights);
case 'UT_2p+1'
case 'Unscented'
p = pfm.number_of_shocks;
k = EpOptions.ut.k;
C = sqrt(pfm.number_of_shocks + k)*pfm.Omega';