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Commit 42140ff8 authored by Stéphane Adjemian (Charybdis)'s avatar Stéphane Adjemian (Charybdis) Committed by Stéphane Adjemian
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Updated header.

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function [nodes, weights] = cubature_with_gaussian_weight(d,n,method) function [nodes, weights] = cubature_with_gaussian_weight(d,n,method)
%@info: % Computes nodes and weights for a n-order cubature with gaussian weight.
%! @deftypefn {Function File} {@var{nodes}, @var{weights} =} cubature_with_gaussian_weight (@var{d}, @var{n}) %
%! @anchor{cubature_with_gaussian_weight} % INPUTS
%! @sp 1 % - d [integer] scalar, dimension of the region of integration.
%! Computes nodes and weights for a n-order cubature with gaussian weight. % - n [integer] scalar, approximation order (3 or 5).
%! @sp 2 % - method [string] Method of approximation ('Stroud' or 'ScaledUnscentedTransform')
%! @strong{Inputs} %
%! @sp 1 % OUTPUTS
%! @table @ @var % - nodes [double] n×m matrix, with m=2×d if n=3 or m=2×d²+1 if n=5, nodes where the integrated function has to be evaluated.
%! @item d % - weights [double] m×1 vector, weights associated to the nodes.
%! Scalar integer, dimension of the region of integration. %
%! @item n % REMARKS
%! Scalar integer equal to 3 or 5, approximation order. % The routine returns nodes and associated weights to compute a multivariate integral of the form:
%! @end table % ∞ -<x,x>
%! @sp 2 % ∫ f(x) × e dx
%! @strong{Outputs} % -∞
%! @sp 1
%! @table @ @var
%! @item nodes
%! n*m matrix of doubles, the m nodes where the integrated function has to be evaluated. The number of nodes, m, is equal to 2*@var{d} is @var{n}==3 or 2*@var{d}^2+1 if @var{n}==5.
%! @item weights
%! m*1 vector of doubles, weights associated to the nodes.
%! @end table
%! @sp 2
%! @strong{Remarks}
%! @sp 1
%! The routine returns nodes and associated weights to compute a multivariate integral of the form:
%!
%! \int_D f(x)*\exp(-<x,x>) dx
%!
%!
%! @end deftypefn
%@eod:
% Copyright (C) 2012-2017 Dynare Team % Copyright (C) 2012-2019 Dynare Team
% %
% This file is part of Dynare. % This file is part of Dynare.
% %
...@@ -51,8 +34,6 @@ function [nodes, weights] = cubature_with_gaussian_weight(d,n,method) ...@@ -51,8 +34,6 @@ function [nodes, weights] = cubature_with_gaussian_weight(d,n,method)
% You should have received a copy of the GNU General Public License % You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>. % along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% AUTHOR(S) stephane DOT adjemian AT univ DASH lemans DOT fr
% Set default. % Set default.
if nargin<3 || isempty(method) if nargin<3 || isempty(method)
method = 'Stroud'; method = 'Stroud';
......
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