def __init__(self, n, alpha, beta, kappa, sqrt_method=None, subtract=None):

        self.n = n
        self.alpha = alpha
        self.beta = beta
        self.kappa = kappa
        if sqrt_method is None:
            self.sqrt = cholesky
        else:
            self.sqrt = sqrt_method

        if subtract is None:
            self.subtract= np.subtract
        else:
            self.subtract = subtract
Generates sigma points and weights according to Van der Merwe's
dataset/ETHPy150Open rlabbe/filterpy/filterpy/kalman/sigma_points.py/MerweScaledSigmaPoints.__init__