If you haven't already done so, you may wish to have a look here: https://cran.r-project.org/web/views/NumericalMathematics.html#differentiation-and-integration
(Or perhaps in other related subtopics in the Numerical Math task view) Cheers, Bert On Thu, Jun 20, 2024 at 8:37 AM Ivan Krylov via R-help <r-help@r-project.org> wrote: > В Tue, 18 Jun 2024 23:12:03 +0000 > "Levine, Michael" <mlev...@purdue.edu> пишет: > > > I have heard of several packages used for numerical integration in R - > > cubature that you mentioned, mvQuad, and pracma. My impression is > > that you think that Cubature is the best in your opinion. Is that so? > > Yes, but the preference is not very strong. My own numerical > integration experience is limited to using QUADPACK in a project where > everything had to be rewritten in Fortran for speed. > > I trust the code of the 'cubature' library by Steven G. Johnson (whose > work includes FFTW and NLopt) and the 'Cuba' library by Thomas Hahn. > The 'cubature' R package wraps these two libraries. Unfortunately, as > you see, its documentation can be lacking. > > Like 'cubature', the 'mvQuad' package won't require a significant > rewrite of the integrand because it expects its functions to take > matrices of arguments. Unfortunately, the two packages differ in the > meanings they assign to the matrices: in 'cubature', individual > arguments of the function correspond to the rows of the first argument, > while in 'mvQuad', they must be in the columns. > > The 'mvQuad' package requires manual adjustments to the generated > quadratures using rescale(...), which may be not very convenient. > > The 'pracma' package contains implementations of a lot of excellent > methods (I've trusted it before for its other functions), but the (two- > or three-argument) integrand will have to be rewritten to accept > separate arrays (of arbitrary shape?) instead of a single matrix. > > > If yes, do you know of any detailed discussion of this package beyond > > the two vignettes available on CRAN? > > I don't know how much it can help, but more information about the > underlying code for 'cubature' can be found at > <https://github.com/stevengj/cubature> and <https://feynarts.de/cuba/>. > > -- > Best regards, > Ivan > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
