cubature v2.0.4

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Adaptive Multivariate Integration over Hypercubes

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.

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cubature

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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.

Functions in cubature

Name Description
cubintegrate Unified Cubature Integration Interface
vegas Integration by a Monte Carlo Algorithm
hcubature Adaptive multivariate integration over hypercubes (hcubature and pcubature)
default_args Default arguments for each integration method
suave Integration with SUbregion-Adaptive Vegas Algorithm
cubature-package Cubature is a package for adaptive and monte-carlo multidimensional integration over hypercubes
divonne Integration by Stratified Sampling for Variance Reduction
cuhre Integration by a Deterministic Iterative Adaptive Algorithm
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Vignettes of cubature

Name
cubature.Rmd
version2.Rmd
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Details

Type Package
VignetteBuilder knitr
SystemRequirements GNU make
URL https://bnaras.github.io/cubature
BugReports https://github.com/bnaras/cubature/issues
License GPL-3
Encoding UTF-8
LinkingTo Rcpp
NeedsCompilation yes
RoxygenNote 7.0.1
Packaged 2019-12-03 19:25:41 UTC; naras
Repository CRAN
Date/Publication 2019-12-04 09:20:02 UTC

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