The calculus package might also be relevant (not sure if it was in the Task View):
https://cran.r-project.org/web/packages/calculus/index.html -- Bert On Thu, Jun 20, 2024 at 10:01 AM Bert Gunter <bgunter.4...@gmail.com> wrote: > 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.
