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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.

Functions (8)

cubature-package

Cubature is a package for adaptive and monte-carlo multidimensional integration over hypercubes

cubintegrate

Unified Cubature Integration Interface

cuhre

Integration by a Deterministic Iterative Adaptive Algorithm

default_args

Default arguments for each integration method

divonne

Integration by Stratified Sampling for Variance Reduction

hcubature

Adaptive multivariate integration over hypercubes (hcubature and pcubature)

suave

Integration with SUbregion-Adaptive Vegas Algorithm

vegas

Integration by a Monte Carlo Algorithm

cubature

Adaptive Multivariate Integration over Hypercubes

v2.0.4.1

GPL-3

Authors

Balasubramanian Narasimhan [aut, cre], Manuel Koller [ctb], Steven G. Johnson [aut], Thomas Hahn [aut], Annie Bouvier [aut], Kiên Kiêu [aut], Simen Gaure [ctb]

Initial release

cubature

Functions (8)

cubature

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