R wrapper around the cubature C library of Steven G. Johnson for adaptive multivariate integration over hypercubes. This version provides both hcubature and pcubature routines in addition to a vector interface that results in substantial speed gains.

Documentation

Manual: cubature.pdf
Vignette: Cubature Vectorization Efficiency

Maintainer: Balasubramanian Narasimhan <naras at stat.stanford.edu>

Author(s): Balasubramanian Narasimhan*, Steven G. Johnson*

Install package and any missing dependencies by running this line in your R console:

install.packages("cubature")

Depends
Imports Rcpp
Suggests testthat, knitr, mvtnorm, R2Cuba, microbenchmark
Enhances
Linking to Rcpp

Package cubature
Materials
URL https://github.com/bnaras/cubature
Task Views NumericalMathematics
Version 1.3-6
Published 2016-12-12
License GPL-3
BugReports
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks cubature check results
Package source cubature_1.3-6.tar.gz