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.

Package details

AuthorBalasubramanian Narasimhan [aut, cre], Manuel Koller [ctb], Steven G. Johnson [aut], Thomas Hahn [aut], Annie Bouvier [aut], Kiên Kiêu [aut], Simen Gaure [ctb]
MaintainerBalasubramanian Narasimhan <naras@stat.stanford.edu>
LicenseGPL-3
Version2.1.0
URL https://bnaras.github.io/cubature/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("cubature")

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cubature documentation built on July 10, 2023, 2:01 a.m.