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. ____________________________________________________________________ Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu ----- Original Message ----- From: David Winsemius <dwinsem...@comcast.net> Date: Thursday, April 15, 2010 5:38 pm Subject: Re: [R] multidimensional integration in R? To: Muhtar Osman <mjos...@gmail.com> Cc: r-help@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@r-project.org mailing list > > PLEASE do read the posting guide > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list 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.