[SciPy-Dev] Generalization of scipy.integrate quadrature for multiple integrals

[Nathan Woods]

I needed to numerically evaluate some 3- and 4-dimensional integrals with discontinuities to high accuracy, so I wrote a python function that recursively calls scipy.integrate.quad with access to the full list of options (particularly points, in my case) for quad, unlike dblquad and tplquad. Would there be any interest in some finishing work on this and rolling into scipy.integrate?