R2Cuba-package {R2Cuba} | R Documentation |
R2Cuba implements four general-purpose multidimensional integration algorithms: Vegas, Suave, Divonne and Cuhre. It is a wrapper around the Cuba-1.6 library by Thomas Hahn available from the URL http://www.feynarts.de/cuba/.
Package: | R2Cuba |
Version: | 1.0-0 |
Date: | 2010-01-01 |
Depends: | methods, stats |
License: | GPL (>= 3) |
The Cuba library has been written by Thomas Hahn (http://wwwth.mppmu.mpg.de/members/hahn). Interface to R was written by Annie Bouvier and Kiên Kiêu (MIA Lab, INRA, Jouy-en-Josas, France http://www.jouy.inra.fr/mia_eng/).
Maintainer: Annie Bouvier <Annie.Bouvier@jouy.inra.fr>
The Cuba library is described at http://www.feynarts.de/cuba/. User documentation is available in T. Hahn (2005) CUBA-a library for multidimensional numerical integration. Computer Physics Communications, 168, 78-95. (http://arxiv.org/pdf/hep-ph/0404043).
The R-package “cubature”
integrand <- function(arg, weight) { x <- arg[1] y <- arg[2] z <- arg[3] ff <- sin(x)*cos(y)*exp(z); return(ff) } # end integrand NDIM <-3 NCOMP <- 1 vegas(NDIM, NCOMP, integrand, rel.tol=1e-3, abs.tol=1e-12)