cubature-package

cubature

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.

internal

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.

Balasubramanian Narasimhan

Adaptive Multivariate Integration over Hypercubes

Manuel Koller

Thomas Hahn

Annie Bouvier

Kiên Kiêu

Simen Gaure

cubature-package function

C code by Steven G. Johnson and Thomas Hahn, R by Balasubramanian Narasimhan, Manuel Koller, Simen Gaure, Kiên Kiêu, and Annie Bouvier
Maintainer: Balasubramanian Narasimhan<a href="/link/naras%40stat.stanford.edu?package=cubature&version=2.1.1" data-mini-rdoc="cubature::naras@stat.stanford.edu">naras@stat.stanford.edu</a>

Author

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

C code by Steven G. Johnson and Thomas Hahn, R by Balasubramanian Narasimhan, Manuel Koller, Simen Gaure, Kiên Kiêu, and Annie Bouvier
Maintainer: Balasubramanian Narasimhan<a href='mailto:naras@stat.stanford.edu'>naras@stat.stanford.edu</a>

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

Description

Arguments

Author

See Also