Learn R Programming
⚠️There's a newer version (2.1.4) of this package.Take me there.

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.

Copy Link

Version

Install

install.packages('cubature')

Monthly Downloads

26,279

Version

2.1.0

License

GPL-3

Maintainer

Balasubramanian Narasimhan

Last Published

June 11th, 2023

Functions in cubature (2.1.0)

default_args

Default arguments for each integration method
cuhre

Integration by a Deterministic Iterative Adaptive Algorithm
divonne

Integration by Stratified Sampling for Variance Reduction
hcubature

Adaptive multivariate integration over hypercubes (hcubature and pcubature)
cubintegrate

Unified Cubature Integration Interface
suave

Integration with SUbregion-Adaptive Vegas Algorithm
vegas

Integration by a Monte Carlo Algorithm
cubature-package

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