R2Cuba: Multidimensional Numerical Integration

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It is a wrapper around the Cuba-1.6 library by Thomas Hahn available from the URL http://www.feynarts.de/cuba/. Implement four general-purpose multidimensional integration algorithms: Vegas, Suave, Divonne and Cuhre.

Author
The Cuba library has been written by Thomas Hahn (http://wwwth.mppmu.mpg.de/members/hahn); Interface to R was written by Annie Bouvier and Kiên Kiêu
Date of publication
2015-10-02 22:01:13
Maintainer
Annie Bouvier <Annie.Bouvier@jouy.inra.fr>
License
GPL (>= 3)
Version
1.1-0

View on CRAN

Man pages

cuhre
Integration by a Deterministic Iterative Adaptive Algorithm
divonne
Integration by Stratified Sampling for Variance Reduction
print.cuba
Method print for package R2Cuba
R2Cuba-package
\Sexpr[results=rd,stage=build]{tools:::Rd_package_title("R2Cuba")}
suave
Integration with SUbregion-Adaptive Vegas Algorithm
vegas
Integration with a Monte Carlo Algorithm

Files in this package

R2Cuba
R2Cuba/tests
R2Cuba/tests/cuhre.R
R2Cuba/tests/Gtilde2.Rout.save
R2Cuba/tests/Gtilde2.R
R2Cuba/tests/cuhre.Rout.save
R2Cuba/tests/peak.R
R2Cuba/tests/suave.R
R2Cuba/tests/vegas.R
R2Cuba/tests/divonne.Rout.save
R2Cuba/tests/MWE.R
R2Cuba/tests/peak.Rout.save
R2Cuba/tests/MWE.Rout.save
R2Cuba/tests/divonne.R
R2Cuba/tests/suave.Rout.save
R2Cuba/src
R2Cuba/src/vegas_Vegas.c
R2Cuba/src/inclR.h
R2Cuba/src/vegas_Grid.c
R2Cuba/src/common_Random.c
R2Cuba/src/common_Erf.h
R2Cuba/src/cuhre_Integrate.c
R2Cuba/src/divonne_util.h
R2Cuba/src/divonne_FindMinimum.c
R2Cuba/src/suave_decl.h
R2Cuba/src/cuhre_decl.h
R2Cuba/src/suave_Sample.c
R2Cuba/src/suave_Fluct.h
R2Cuba/src/divonne_Split.c
R2Cuba/src/suave_DoSample.c
R2Cuba/src/vegas_decl.h
R2Cuba/src/cuhre_Rule.c
R2Cuba/src/common_RCuba.c
R2Cuba/src/divonne_Divonne.c
R2Cuba/src/common_stddecl.h
R2Cuba/src/divonne_KorobovCoeff.h
R2Cuba/src/cuhre_util.h
R2Cuba/src/cuhre_common.c
R2Cuba/src/divonne_Explore.c
R2Cuba/src/divonne_DoSample.c
R2Cuba/src/divonne_Sample.c
R2Cuba/src/vegas_common.c
R2Cuba/src/vegas_Integrate.c
R2Cuba/src/vegas_util.h
R2Cuba/src/cuhre_DoSample.c
R2Cuba/src/divonne_decl.h
R2Cuba/src/vegas_DoSample.c
R2Cuba/src/cuhre_Cuhre.c
R2Cuba/src/suave_Integrate.c
R2Cuba/src/divonne_common.c
R2Cuba/src/divonne_Integrate.c
R2Cuba/src/common_debug.h
R2Cuba/src/suave_Suave.c
R2Cuba/src/struct_Random.h
R2Cuba/src/suave_common.c
R2Cuba/src/suave_Grid.c
R2Cuba/src/suave_util.h
R2Cuba/src/cuhre_Rule.h
R2Cuba/src/common_ChiSquare.h
R2Cuba/src/divonne_Rule.c
R2Cuba/src/divonne_Rule.h
R2Cuba/NAMESPACE
R2Cuba/demo
R2Cuba/demo/GenzSuite.R
R2Cuba/demo/00Index
R2Cuba/NEWS
R2Cuba/R
R2Cuba/R/cuhre.R
R2Cuba/R/commoncuba.R
R2Cuba/R/suave.R
R2Cuba/R/vegas.R
R2Cuba/R/divonne.R
R2Cuba/MD5
R2Cuba/build
R2Cuba/build/partial.rdb
R2Cuba/DESCRIPTION
R2Cuba/man
R2Cuba/man/print.cuba.Rd
R2Cuba/man/divonne.Rd
R2Cuba/man/suave.Rd
R2Cuba/man/vegas.Rd
R2Cuba/man/R2Cuba-package.Rd
R2Cuba/man/cuhre.Rd