Gaussian quadrature for arbitrary weight functions

Dear all,

there are several Matlab codes available to compute an integral of the form

with Gaussian quadrature, where is a "standard" weight function, e.g. .

I'm looking for a Gaussian quadrature that works for arbitrary weight functions. For instance, a code of the form

[Quadrature_weights,Quadrature_nodes] = CODE(weight_function)

that returns Gaussian quadrature weights and nodes for a given, but arbitrary weight function.

Thanks, Stephan