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.

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Description file content

Package
cubature
Type
Package
Title
Adaptive Multivariate Integration over Hypercubes
Version
1.4
VignetteBuilder
knitr
URL
BugReports
https://github.com/bnaras/cubature/issues
Description
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.
License
GPL-3
LinkingTo
Rcpp
Imports
Rcpp
NeedsCompilation
yes
RoxygenNote
6.0.1
Suggests
testthat, knitr, mvtnorm, R2Cuba, benchr
Packaged
2018-06-13 12:23:48 UTC; naras
Author
Balasubramanian Narasimhan [aut, cre], Manuel Koller [ctb], Steven G. Johnson [aut]
Maintainer
Balasubramanian Narasimhan
Repository
CRAN
Date/Publication
2018-06-13 22:22:54 UTC

install.packages('cubature')

1.4

6 days ago

https://github.com/bnaras/cubature

Balasubramanian Narasimhan

GPL-3

Imports

Rcpp

Suggests

testthat, knitr, mvtnorm, R2Cuba, benchr

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