Cubature is a package for adaptive and monte-carlo multidimensional integration over hypercubes

Source: R/cubature-package.R

Cubature is a package for adaptive and monte-carlo multidimensional integration over hypercubes. It is a wrapper around the pure C, GPLed implementations by Steven G. Johnson (cubature) and Thomas Hahn (Cuba) libraries.

Author

C code by Steven G. Johnson and Thomas Hahn, R by Balasubramanian Narasimhan, Manuel Koller, Simen Gaure, Kiên Kiêu, and Annie Bouvier

Maintainer: Balasubramanian Narasimhannaras@stat.stanford.edu