Calculating Probabilistic Excursion Sets and Related Quantities Using excursions

• Main Authors: David Bolin, Finn Lindgren
• Format: Article
• Language: English
• Published: Foundation for Open Access Statistics 2018-09-01
• Series: Journal of Statistical Software
• Subjects: excursion sets; contour maps; contour curves; simultaneous credible bands; gaussian integrals; r
• Online Access: https://www.jstatsoft.org/index.php/jss/article/view/2951

The R software package excursions contains methods for calculating probabilistic excursion sets, contour credible regions, and simultaneous confidence bands for latent Gaussian stochastic processes and fields. It also contains methods for uncertainty quantification of contour maps and computation of Gaussian integrals. This article describes the theoretical and computational methods used in the package. The main functions of the package are introduced and two examples illustrate how the package can be used.