[from Statlib's original  http://lib.stat.cmu.edu/S/adapt ]

This code contains an S function and supporting C and Fortran code for
adaptive quadrature.  The underlyling fortran code is purported to
work in from 2 to 20 dimensions.  The code is set up to dynamically
load from a central library area.  If you can not do dynamic loading,
you may need to build a staticly loaded version.  The adapt S function
calls load.if.needed to do the dynamic loading.  You will have to
change the functions used here (probably to call library.dynam).

To install the source, type
	make
in this directory.
Move the resulting sadapt.o into (say ~s/library/cmu ).  Read the file
adapt.SS into S.  Two functions (adapt, and load.if.needed) will be
created.  Move these into ~/library/cmu/.Data.  Finally move
./.Data/.Help/adapt into ~s/library/cmu/.Data/.Help/adapt.

S code written by Michael Meyer (mikem@andrew.cmu.edu).
October, 1989.