cubature: 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.

Version: 2.0.3
Imports: Rcpp
LinkingTo: Rcpp
Suggests: testthat, knitr, mvtnorm, benchr
Published: 2018-12-18
Author: Balasubramanian Narasimhan [aut, cre], Manuel Koller [ctb], Steven G. Johnson [aut], Thomas Hahn [aut], Annie Bouvier [aut], Kiên Kiêu [aut], Simen Gaure [ctb]
Maintainer: Balasubramanian Narasimhan <naras at stat.stanford.edu>
BugReports: https://github.com/bnaras/cubature/issues
License: GPL-3
URL: https://bnaras.github.io/cubature
NeedsCompilation: yes
SystemRequirements: GNU make
Materials: README NEWS
In views: NumericalMathematics
CRAN checks: cubature results

Downloads:

Reference manual: cubature.pdf
Vignettes: Cubature Vectorization Efficiency
Version 2.0 Notes
Package source: cubature_2.0.3.tar.gz
Windows binaries: r-devel: cubature_2.0.3.zip, r-release: cubature_2.0.3.zip, r-oldrel: cubature_2.0.3.zip
OS X binaries: r-release: cubature_2.0.3.tgz, r-oldrel: cubature_2.0.3.tgz
Old sources: cubature archive

Reverse dependencies:

Reverse depends: cold, GRCdata, hyper2, optimStrat, PCMRS, spatialTailDep, SphericalCubature, symmoments, yuima
Reverse imports: ALTopt, apTreeshape, bivquant, BNSP, calibrator, carfima, clusteredinterference, coga, dbmss, downscale, DRAYL, dvmisc, ei, eiCompare, equivalenceTest, fMultivar, GAS, GB2, GPCMlasso, highfrequency, ICAOD, inctools, MCMCglmm, MWright, NonNorMvtDist, np, ODS, planar, pooling, Power2Stage, PowerTOST, ProFit, QGglmm, statsr, SurvDisc, tailDepFun, tseriesEntropy, vines
Reverse linking to: BNSP, carfima, robustlmm
Reverse suggests: chebpol, docopulae, fastR, fastR2, FixedPoint, icensBKL, lfe, polyCub

Linking:

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