Changed option value for unscented integration nodes.
parent
edce6b4779
commit
fbf2fae036
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@ -26,7 +26,7 @@ function [nodes,weights,nnodes] = setup_integration_nodes(EpOptions,pfm)
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nodes = kron(eye(pfm.stochastic_order),transpose(pfm.Omega))*nodes;
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nodes = kron(eye(pfm.stochastic_order),transpose(pfm.Omega))*nodes;
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weights = weights;
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weights = weights;
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nnodes = length(weights);
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nnodes = length(weights);
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case 'UT_2p+1'
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case 'Unscented'
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p = pfm.number_of_shocks;
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p = pfm.number_of_shocks;
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k = EpOptions.ut.k;
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k = EpOptions.ut.k;
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C = sqrt(pfm.number_of_shocks + k)*pfm.Omega';
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C = sqrt(pfm.number_of_shocks + k)*pfm.Omega';
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