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.