divonne
(Package: R2Cuba) :
Integration by Stratified Sampling for Variance Reduction
Divonne works by stratified sampling, where the partioning of the integration region is aided by methods from numerical optimization.
● Data Source:
CranContrib
● Keywords: math
● Alias: divonne
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suave
(Package: R2Cuba) :
Integration with SUbregion-Adaptive Vegas Algorithm
Suave uses vegas-like importance sampling combined with a globally adaptive subdivision strategy: Until the requested accuracy is reached, the region with the largest error at the time is bisected in the dimension in which the fluctuations of the integrand are reduced most. The number of new samples in each half is prorated for the fluctuation in that half.
● Data Source:
CranContrib
● Keywords: math
● Alias: suave
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vegas
(Package: R2Cuba) :
Integration with a Monte Carlo Algorithm
Implement a Monte Carlo algorithm for multidimensional numerical integration. This algorithm uses importance sampling as a variance-reduction technique. Vegas iteratively builds up a piecewise constant weight function, represented on a rectangular grid. Each iteration consists of a sampling step followed by a refinement of the grid.
● Data Source:
CranContrib
● Keywords: math
● Alias: vegas
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Sexpr[results=rd,stage=build]{tools:::Rd_package_description("R2Cuba")} Author(s) Sexpr[results=rd,stage=build]{tools:::Rd_package_author("R2Cuba")} Maintainer: Sexpr[results=rd,stage=build]{tools:::Rd_package_maintainer("R2Cuba")}
● Data Source:
CranContrib
● Keywords: package
● Alias: R2Cuba, R2Cuba-package
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cuhre
(Package: R2Cuba) :
Integration by a Deterministic Iterative Adaptive Algorithm
Implement a deterministic algorithm for multidimensional numerical integration. Its algorithm uses one of several cubature rules in a globally adaptive subdivision scheme. The subdivision algorithm is similar to suave's.
● Data Source:
CranContrib
● Keywords: math
● Alias: cuhre
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print.cuba
(Package: R2Cuba) :
Method print for package R2Cuba
Print an object of class ‘cuba’, i.e an output of the functions of this package.
● Data Source:
CranContrib
● Keywords: methods
● Alias: print.cuba
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