Cubature is a package for adaptive and monte-carlo multidimensional integration over hypercubes
Cubature is a package for adaptive and monte-carlo multidimensional integration over hypercubes. It is a wrapper around the pure C, GPLed implementations by Steven G. Johnson (cubature) and Thomas Hahn (Cuba) libraries.
C code by Steven G. Johnson and Thomas Hahn, R by Balasubramanian Narasimhan, Manuel Koller, Simen Gaure, Kiên Kiêu, and Annie Bouvier
Maintainer: Balasubramanian Narasimhannaras@stat.stanford.edu
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