[R] multidimensional integration in R?

Ravi Varadhan rvaradhan at jhmi.edu
Fri Apr 16 05:05:32 CEST 2010

There are some exciting new options available now in R for multidimensional integration also known as cubature.  

There is the "cubature" package, which is an R-port by Bala Narasimhan of the C code by Steve Johnson on adaptive multidimensional integration.  This is very similar to "adapt" which was R-port of the Fortran code by Alan Genz.
see:  http://ab-initio.mit.edu/wiki/index.php/Cubature 

There is also an exciting new package called "R2Cuba" by Annie Bouvier, which is an R port of the Cuba library of codes by Tom Hahn.  This package has 4 different cubature algorithms.

Hope this helps,


Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University

Ph. (410) 502-2619
email: rvaradhan at jhmi.edu

----- Original Message -----
From: David Winsemius <dwinsemius at comcast.net>
Date: Thursday, April 15, 2010 5:38 pm
Subject: Re: [R] multidimensional integration in R?
To: Muhtar Osman <mjosman at gmail.com>
Cc: r-help at r-project.org

>  On Apr 15, 2010, at 5:29 PM, Muhtar Osman wrote:
>  >Hello,
>  >
>  >I was wondering if there is a R function can be used for
>  >multidimensional integration.
>  >There used to be a package called "adapt", but it seems not 
> available anymore.
>  It's not on CRAN but you can find it in the archives.
>  David Winsemius, MD
>  West Hartford, CT
>  ______________________________________________
>  R-help at r-project.org mailing list
>  PLEASE do read the posting guide 
>  and provide commented, minimal, self-contained, reproducible code.

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