cubature

Adaptive Multivariate Integration over Hypercubes

R wrappers around the cubature C library of Steven G. Johnson for adaptive multivariate integration over hypercubes and the Cuba C library of Thomas Hahn for deterministic and Monte Carlo integration. Scalar and vector interfaces for cubature and Cuba routines are provided; the vector interfaces are highly recommended as demonstrated in the package vignette.

Tests Vignettes

Available Snapshots

This version of cubature can be found in the following snapshots:

Dependencies

Imports/Depends/LinkingTo/Enhances (2)
  • Rcpp
  • Rcpp
  • Suggests (5)
  • testthat
  • knitr
  • mvtnorm
  • benchr
  • rmarkdown
  • Version History