cubature: Adaptive Multivariate Integration over Hypercubes

R wrapper around the cubature C library of Steven G. Johnson for adaptive multivariate integration over hypercubes. This version provides both hcubature and pcubature routines in addition to a vector interface that results in substantial speed gains.

Install the latest version of this package by entering the following in R:
install.packages("cubature")
AuthorBalasubramanian Narasimhan [aut, cre], Steven G. Johnson [aut]
Date of publication2016-12-12 18:16:28
MaintainerBalasubramanian Narasimhan <naras@stat.stanford.edu>
LicenseGPL-3
Version1.3-6
https://github.com/bnaras/cubature

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Files

inst
inst/doc
inst/doc/cubature.Rmd
inst/doc/cubature.html
inst/doc/cubature.R
tests
tests/testthat.R
tests/testthat
tests/testthat/test_integration.R
src
src/Makevars
src/rcubature.c
src/cubature-1.0.2
src/cubature-1.0.2/hcubature.c
src/cubature-1.0.2/Makefile
src/cubature-1.0.2/COPYING
src/cubature-1.0.2/NEWS
src/cubature-1.0.2/clencurt_gen.c
src/cubature-1.0.2/README.md
src/cubature-1.0.2/converged.h
src/cubature-1.0.2/README
src/cubature-1.0.2/vwrapper.h
src/cubature-1.0.2/clencurt.h
src/cubature-1.0.2/test.c
src/cubature-1.0.2/ChangeLog
src/cubature-1.0.2/cubature.h
src/cubature-1.0.2/pcubature.c
src/Rcpp-cubature.cpp
src/Makevars.win
src/RcppExports.cpp
NAMESPACE
R
R/hcubature.R R/cubature-package.R R/RcppExports.R
vignettes
vignettes/cubature.Rmd
README.md
MD5
build
build/vignette.rds
DESCRIPTION
ChangeLog
man
man/cubature-package.Rd man/hcubature.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.