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: | 1.3-6 |
| Imports: | Rcpp |
| LinkingTo: | Rcpp |
| Suggests: | testthat, knitr, mvtnorm, R2Cuba, microbenchmark |
| Published: | 2016-12-12 |
| Author: | Balasubramanian Narasimhan [aut, cre], 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 |
| Reference manual: | cubature.pdf |
| Vignettes: |
Cubature Vectorization Efficiency |
| Package source: | cubature_1.3-6.tar.gz |
| Windows binaries: | r-devel: cubature_1.3-6.zip, r-release: cubature_1.3-6.zip, r-oldrel: cubature_1.3-6.zip |
| OS X Mavericks binaries: | r-release: cubature_1.3-6.tgz, r-oldrel: cubature_1.3-6.tgz |
| Old sources: | cubature archive |
| Reverse depends: | spatialTailDep, SphericalCubature, stppResid, symmoments, yuima |
| Reverse imports: | ALTopt, calibrator, dbmss, downscale, ei, eiCompare, fMultivar, GB2, highfrequency, hyperdirichlet, inctools, MCMCglmm, np, planar, PowerTOST, SurvDisc, tailDepFun, tseriesEntropy, vines |
| Reverse suggests: | docopulae, fastR |
Please use the canonical form https://CRAN.R-project.org/package=cubature to link to this page.