Adaptive Multivariate Integration over Hypercubes
Cubature is a package for adaptive and monte-carlo multidimensional in...
Unified Cubature Integration Interface
Integration by a Deterministic Iterative Adaptive Algorithm
Default arguments for each integration method
Integration by Stratified Sampling for Variance Reduction
Adaptive multivariate integration over hypercubes (hcubature and pcuba...
Integration with SUbregion-Adaptive Vegas Algorithm
Integration by a Monte Carlo Algorithm
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.