cubature: Adaptive Multivariate Integration over Hypercubes

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.

Version: 1.3-6
Imports: Rcpp
LinkingTo: Rcpp
Suggests: testthat, knitr, mvtnorm, R2Cuba, microbenchmark
Published: 2016-12-12
Author: Balasubramanian Narasimhan [aut, cre], Steven G. Johnson [aut]
Maintainer: Balasubramanian Narasimhan <naras at>
License: GPL-3
NeedsCompilation: yes
Materials: README ChangeLog
In views: NumericalMathematics
CRAN checks: cubature results


Reference manual: cubature.pdf
Vignettes: Cubature Vectorization Efficiency
Package source: cubature_1.3-6.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: cubature_1.3-6.tgz, r-oldrel: cubature_1.3-6.tgz
Old sources: cubature archive

Reverse dependencies:

Reverse depends: spatialTailDep, SphericalCubature, stppResid, symmoments, yuima
Reverse imports: ALTopt, calibrator, dbmss, downscale, ei, eiCompare, fMultivar, GB2, hyperdirichlet, inctools, MCMCglmm, np, planar, PowerTOST, SurvDisc, tailDepFun, tseriesEntropy, vines
Reverse suggests: docopulae, fastR, highfrequency


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