37 lines
1.1 KiB
Matlab
37 lines
1.1 KiB
Matlab
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 <https://www.gnu.org/licenses/>.
|
|
|
|
nodes = (sqrt(n)*([eye(n) -eye(n)]))' ;
|
|
weights = (1/(2*n)) ;
|