Calculating probabilistic excursion sets and related quantities using excursions

David Bolin, Finn Lindgren

Research output: Contribution to journalArticlepeer-review

5 Scopus citations

Abstract

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.
Original languageEnglish (US)
JournalJournal of Statistical Software
Volume86
DOIs
StatePublished - Jan 1 2018
Externally publishedYes

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