Description Author(s) References See Also Examples
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.
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 Ki<c3><aa>n Ki<c3><aa>u
Maintainer: Annie Bouvier <Annie.Bouvier@jouy.inra.fr>
The Cuba library is described at http://www.feynarts.de/cuba/. User documentation is available in T. Hahn (2005) CUBA-a library for multidimensional numerical integration. Computer Physics Communications, 168, 78-95. (http://arxiv.org/pdf/hep-ph/0404043).
The R-package “cubature”
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Iteration 1: 1000 integrand evaluations so far
[1] 0.664916 +- 0.0138647 chisq 0 (0 df)
Iteration 2: 2500 integrand evaluations so far
[1] 0.664007 +- 0.00474411 chisq 0.0038488 (1 df)
Iteration 3: 4500 integrand evaluations so far
[1] 0.664383 +- 0.00188845 chisq 0.00717154 (2 df)
Iteration 4: 7000 integrand evaluations so far
[1] 0.665508 +- 0.000860144 chisq 0.368573 (3 df)
Iteration 5: 10000 integrand evaluations so far
[1] 0.664489 +- 0.000639334 chisq 0.990089 (4 df)
integral: 0.664489 (+-0.00064)
number of evaluations: 10000; probability: 0.08870493
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