R2Cuba (version 1.1-0)

Multidimensional Numerical Integration

Description

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.

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Version

Install

install.packages('R2Cuba')

Monthly Downloads

Version

1.1-0

License

GPL (>= 3)

Maintainer

Annie Bouvier

Last Published

October 2nd, 2015

Functions in R2Cuba (1.1-0)

R2Cuba-package

\Sexpr[results=rd,stage=build]{tools:::Rd_package_title("#1")}R2CubaMultidimensional Numerical Integration

divonne

Integration by Stratified Sampling for Variance Reduction

vegas

Integration with a Monte Carlo Algorithm

print.cuba

Method print for package R2Cuba

cuhre

Integration by a Deterministic Iterative Adaptive Algorithm

suave

Integration with SUbregion-Adaptive Vegas Algorithm