function [nodes,weights] = spherical_radial_sigma_points(n) % % Computes nodes and weigths from a third-degree spherical-radial cubature % rule. % INPUTS % n [integer] scalar, number of variables. % % OUTPUTS % nodes [double] nodes of the cubature % weigths [double] associated weigths % % REFERENCES % % Arasaratnam & Haykin 2008,2009. % % NOTES % % Copyright © 2009-2017 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . nodes = (sqrt(n)*([eye(n) -eye(n)]))' ; weights = (1/(2*n)) ;