Cubature: Adaptive Multivariate Integration Routines for R

R wrappers around the C libraries cubature and Cuba provide adaptive multivariate integration over hypercubes. The package includes scalar and vector interfaces for deterministic and Monte Carlo integration methods. It was authored by Balasubramanian Narasimhan.

Use Cases

• Perform adaptive multivariate integration over hypercubes based on the described cubature routines.
• Utilize deterministic integration methods based on the described Cuba library.
• Implement Monte Carlo integration for high-dimensional problems based on the described vector interfaces.
• Benchmark integration algorithms using the provided scalar and vector interfaces.

Strengths

• Provides interfaces to two established C libraries (cubature and Cuba) for integration.
• Offers both scalar and vector interfaces, with vector interfaces recommended for performance.

Limitations

• Description metadata is limited; actual data quality requires manual inspection after download.
• Column-level documentation is absent; field semantics must be inferred after download.
• Row count is unknown, which may limit suitability assessment.

Provenance

Source

paperswithcode

Collection Method

Software package aggregation.