# adaptive-cubature
*Adaptive integration of a multivariate function on an axis-aligned hyperrectangle.*
___
This package is powered by the C library [cubature](https://github.com/stevengj/cubature).
Follow the link for details.
### Usage
```haskell
cubature :: Char -- ^ cubature version, 'h' or 'p'
-> ([Double] -> Double) -- ^ integrand
-> Int -- ^ dimension (number of variables)
-> [Double] -- ^ lower limits of integration
-> [Double] -- ^ upper limits of integration
-> Double -- ^ desired relative error
-> IO Result -- ^ output: integral value and error estimate
```
### Example
```haskell
fExample :: [Double] -> Double
fExample x = exp (-0.5 * (sum $ zipWith (*) x x))
example :: IO Result -- should give 2pi ≈ 6.283185307179586
example = cubature 'h' fExample 2 [-6, -6] [6, 6] 1e-10
-- Result {_integral = 6.283185282383672, _error = 6.280185128024888e-10}
```