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.

Version: 1.3-11
Imports: Rcpp
LinkingTo: Rcpp
Suggests: testthat, knitr, mvtnorm, R2Cuba, benchr
Published: 2017-07-19
Author: Balasubramanian Narasimhan [aut, cre], Manuel Koller [ctb], Steven G. Johnson [aut]
Maintainer: Balasubramanian Narasimhan <naras at stat.stanford.edu>
License: GPL-3
URL: https://github.com/bnaras/cubature
NeedsCompilation: yes
Materials: README ChangeLog
In views: NumericalMathematics
CRAN checks: cubature results

Downloads:

Reference manual: cubature.pdf
Vignettes: Cubature Vectorization Efficiency
Package source: cubature_1.3-11.tar.gz
Windows binaries: r-devel: cubature_1.3-11.zip, r-release: cubature_1.3-11.zip, r-oldrel: cubature_1.3-11.zip
OS X El Capitan binaries: r-release: cubature_1.3-8.tgz
OS X Mavericks binaries: r-oldrel: cubature_1.3-11.tgz
Old sources: cubature archive

Reverse dependencies:

Reverse depends: spatialTailDep, SphericalCubature, stppResid, symmoments, yuima
Reverse imports: ALTopt, calibrator, dbmss, downscale, ei, eiCompare, fMultivar, GB2, highfrequency, inctools, MCMCglmm, np, planar, PowerTOST, SurvDisc, tailDepFun, tseriesEntropy, vines
Reverse suggests: docopulae, fastR

Linking:

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