cubature

Adaptive Multivariate Integration over Hypercubes

CRAN Package

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.

  • Version2.1.1
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?Yes
  • Last release07/14/2024

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