cubature (2.0.1)

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.

Maintainer: Balasubramanian Narasimhan
Author(s): Balasubramanian Narasimhan [aut, cre], Manuel Koller [ctb], Steven G. Johnson [aut], Thomas Hahn [aut], Annie Bouvier [aut], Kin Kiu [aut], Simen Gaure [ctb]

License: GPL-3

Uses: Rcpp, mvtnorm, testthat, 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 4 months ago.