cubature (1.3-11)

Adaptive Multivariate Integration over Hypercubes.

https://github.com/bnaras/cubature
http://cran.r-project.org/web/packages/cubature

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.

Maintainer: Balasubramanian Narasimhan
Author(s): Balasubramanian Narasimhan [aut, cre], Manuel Koller [ctb], Steven G. Johnson [aut]

License: GPL-3

Uses: Rcpp, mvtnorm, testthat, R2Cuba, knitr, benchr
Reverse depends: calibrator, dbmss, GRCdata, hyperdirichlet, np, npRmpi, optimStrat, PCMRS, planar, SphericalCubature, stppResid, symmoments, vfcp, vines, yuima
Reverse suggests: chebpol, docopulae, fastR, fastR2, FixedPoint, highfrequency, icensBKL, lfe, polyCub, RTAQ

Released over 1 year ago.