hcubature()

template<typename F , typename T_a , typename T_b , typename ParsTuple , typename TAbsErr , typename TRelErr >

auto stan::math::hcubature ( const F &  integrand, const ParsTuple &  pars, const int  dim, const Eigen::Matrix< T_a, Eigen::Dynamic, 1 > &  a, const Eigen::Matrix< T_b, Eigen::Dynamic, 1 > &  b, const int  max_eval, const TAbsErr  reqAbsError, const TRelErr  reqRelError  )

inline

Compute the [dim]-dimensional integral of the function \(f\) from \(a\) to \(b\) within specified relative and absolute tolerances or maximum number of evaluations.

\(a\) and \(b\) can be finite or infinite and should be given as vectors.

Template Parameters

F	Type of f
T_a	Type of lower limit of integration
T_b	Type of upper limit of integration
ParsTuple	Type of parameter-tuple
TAbsErr	Type of absolute error
TRelErr	Type of relative error

Parameters

integrand	a functor with signature given above
pars	parameters to be passed to f as a tuple
dim	dimension of the integral
a	lower limit of integration as vector
b	upper limit of integration as vector
max_eval	maximal number of evaluations
reqAbsError	absolute error
reqRelError	relative error as vector

Returns

The value of the [dim]-dimensional integral of \(f\) from \(a\) to \(b\).

Exceptions

std::domain_error

no errors will be thrown.

Definition at line 405 of file hcubature.hpp.