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The Cuba library offers four independent routines for multidimensional numerical integration: Vegas, Suave, Divonne, and Cuhre. The four algorithms work by very different methods, and can integrate vector integrands and have very similar Fortran, C/C++, and Mathematica interfaces. Their invocation is very similar, making it easy to cross-check by substituting one method by another. For further safeguarding, the output is supplemented by a chi-square probability which quantifies the reliability of the error estimate.