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 |
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_1.3-11.tgz |
OS X Mavericks binaries: | r-oldrel: cubature_1.3-11.tgz |
Old sources: | cubature archive |
Reverse depends: | GRCdata, PCMRS, spatialTailDep, SphericalCubature, stppResid, symmoments, yuima |
Reverse imports: | ALTopt, calibrator, clusteredinterference, dbmss, downscale, ei, eiCompare, fMultivar, GB2, GPCMlasso, highfrequency, ICAOD, inctools, MCMCglmm, np, planar, PowerTOST, SurvDisc, tailDepFun, tseriesEntropy, vines |
Reverse suggests: | docopulae, fastR, fastR2, FixedPoint, icensBKL, lfe |
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