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.

Updated this package in several ways:

  • Now using Rcpp (as of version 1.2)
  • Synced up to newer version of cubature library (version 1.0.2) by Steven Johnson so that both hcubature pcubature are now available.
  • Added vectorized interface to hcubature and pcubature
  • Added a vignette to show the great gains from vectorization
  • Added tests to avoid screw-ups
  • Fixed up clencurt.h so that CRAN size limitations are not violated


Reference manual

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1.4 by Balasubramanian Narasimhan, 3 months ago

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Browse source code at

Authors: Balasubramanian Narasimhan [aut, cre], Manuel Koller [ctb], Steven G. Johnson [aut]

Documentation:   PDF Manual  

Task views: Numerical Mathematics

GPL-3 license

Imports Rcpp

Suggests testthat, knitr, mvtnorm, R2Cuba, benchr

Linking to Rcpp

Imported by ALTopt, BNSP, GAS, GB2, GPCMlasso, ICAOD, MCMCglmm, Power2Stage, PowerTOST, ProFit, QGglmm, SurvDisc, apTreeshape, calibrator, clusteredinterference, dbmss, downscale, ei, eiCompare, fMultivar, highfrequency, inctools, np, planar, pooling, statsr, tailDepFun, tseriesEntropy, vines.

Depended on by GRCdata, PCMRS, SphericalCubature, spatialTailDep, symmoments, yuima.

Suggested by FixedPoint, chebpol, docopulae, fastR, fastR2, icensBKL, lfe.

Linked to by robustlmm.

See at CRAN