Learn R Programming

cubature

Cubature is an R package for adaptive multivariate integration over hypercubes using deterministic and Monte Carlo methods. The package provides wrappers around two C libraries:

Both scalar and vectorized interfaces are available for all routines. R users will gain a lot by using the vectorization as demonstrated in the included vignette.

Dedication

Version 2.0 is dedicated to the memory of Kiên Kiêu, one of the original authors of R2Cuba. I (BN) never knew him, but this package derives from his work on R2Cuba.

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Version

Install

install.packages('cubature')

Monthly Downloads

20,490

Version

2.1.1

License

GPL-3

Maintainer

Balasubramanian Narasimhan

Last Published

July 14th, 2024

Functions in cubature (2.1.1)

default_args

Default arguments for each integration method
cubintegrate

Unified Cubature Integration Interface
suave

Integration with SUbregion-Adaptive Vegas Algorithm
vegas

Integration by a Monte Carlo Algorithm
divonne

Integration by Stratified Sampling for Variance Reduction
cubature-package

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

Integration by a Deterministic Iterative Adaptive Algorithm
hcubature

Adaptive multivariate integration over hypercubes (hcubature and pcubature)