cubature: Adaptive Multivariate Integration over Hypercubes

R wrappers around the cubature C library of Steven G. Johnson for adaptive multivariate integration over hypercubes and the Cuba C library of Thomas Hahn for deterministic and Monte Carlo integration. Scalar and vector interfaces for cubature and Cuba routines are provided; the vector interfaces are highly recommended as demonstrated in the package vignette.

Version: 2.1.0
Imports: Rcpp
LinkingTo: Rcpp
Suggests: testthat, knitr, mvtnorm, benchr, rmarkdown
Published: 2023-06-11
DOI: 10.32614/CRAN.package.cubature
Author: Balasubramanian Narasimhan [aut, cre], Manuel Koller [ctb], Steven G. Johnson [aut], Thomas Hahn [aut], Annie Bouvier [aut], Kiên Kiêu [aut], Simen Gaure [ctb]
Maintainer: Balasubramanian Narasimhan <naras at>
License: GPL-3
NeedsCompilation: yes
SystemRequirements: GNU make and USE_C17
Materials: README NEWS
In views: NumericalMathematics
CRAN checks: cubature results


Reference manual: cubature.pdf
Vignettes: Cubature Vectorization Efficiency
Version 2.0 Notes


Package source: cubature_2.1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): cubature_2.1.0.tgz, r-oldrel (arm64): cubature_2.1.0.tgz, r-release (x86_64): cubature_2.1.0.tgz, r-oldrel (x86_64): cubature_2.1.0.tgz
Old sources: cubature archive

Reverse dependencies:

Reverse depends: cold, fbst, freqpcr, GRCdata, hyper2, optimStrat, PCMRS, SphericalCubature, symmoments, yuima
Reverse imports: adestr, admix, ALTopt, BNSP, calibrator, clusteredinterference, coga, dbmss, diagL1, discnorm, dks, downscale, DRAYL, drugdevelopR, dvmisc, ei, equivalenceTest, fMultivar, GAS, GB2, geommc, GPCMlasso, ICAOD, inctools, KEPTED, MCMCglmm, MIRES, MMDCopula, mosaicCalc, mvpd, MWright, NonNorMvtDist, np, OBASpatial, ODS, parTimeROC, pooling, Power2Stage, powerTCR, PowerTOST, QGglmm, RABR, RISCA, scRepertoire, sfaR, snSMART, spNetwork, statsr, SurvDisc, tailDepFun, TCIU, tseriesEntropy, UPCM, vines, WR
Reverse linking to: BNSP
Reverse suggests: adace, Brobdingnag, calculus, docopulae, fastR2, FixedPoint, genscore, grandR, icensBKL, lacunaritycovariance, latentcor, lfe, polyCub, ppRep, scorematchingad, skedastic, Surrogate


Please use the canonical form to link to this page.