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Cubature is an R package for adaptive multivariate integration over hypercubes using deterministic and Monte Carlo methods. The package provides wrappers around two C libraries:
Both scalar and vectorized interfaces are available for all routines. R users will gain a lot by using the vectorization as demonstrated in the included vignette.
Version 2.0 is dedicated to the memory of Kiên Kiêu, one of the
original authors of R2Cuba. I (BN) never knew him, but this
package derives from his work on R2Cuba.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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