Calculating probabilistic excursion sets and related quantities using excursions
Journal article, 2018

© 2018, American Statistical Association. All rights reserved. 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.

Contour maps

Contour curves

Gaussian integrals

Simultaneous credible bands

R

Excursion sets

Author

David Bolin

Chalmers, Mathematical Sciences, Applied Mathematics and Statistics

Finn Lindgren

University of Edinburgh

Journal of Statistical Software

1548-7660 (eISSN)

Vol. 86

Subject Categories

Bioinformatics (Computational Biology)

Probability Theory and Statistics

Mathematical Analysis

DOI

10.18637/jss.v086.i05

More information

Latest update

12/10/2018