calculating double integrals in R quickly

Question

I\'m looking for a solution for a double integral that is faster than

integrate(function(y) { 
   sapply(y, function(y) {
     integrate(function(x) myfun(x         


        

Answer 1

The cubature package does 2D (and N-D) integration using an adaptive algorithm. It should outperform simpler approaches for most integrands.