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At least since 2016-05-24 (see http://pkg.julialang.org/detail/Cubature.html) this package doesn't work in Julia 0.5. This is an excerpt from http://pkg.julialang.org/logs/Cubature_0.5.log:
ERROR: LoadError: sigatomic_end called in non-sigatomic region
in cubature(::Bool, ::Bool, ::Bool, ::Bool, ::Int64, ::Function, ::Int64, ::Int64, ::Float64, ::Float64, ::Int64, ::Int32) at /home/vagrant/.julia/v0.5/Cubature/src/Cubature.jl:213
in #hquadrature#12(::Float64, ::Float64, ::Int64, ::Function, ::Function, ::Int64, ::Int64) at /home/vagrant/.julia/v0.5/Cubature/src/Cubature.jl:227
in (::Cubature.#kw##hquadrature)(::Array{Any,1}, ::Cubature.#hquadrature, ::Function, ::Int64, ::Int64) at ./null:0
in include_from_node1(::String) at ./loading.jl:426
in process_options(::Base.JLOptions) at ./client.jl:266
in _start() at ./client.jl:322
while loading /home/vagrant/.julia/v0.5/Cubature/test/runtests.jl, in expression starting on line 7
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