# 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.

# 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.

## 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 No Results!