Calculating probabilistic excursion sets and related quantities using excursions
Artikel i vetenskaplig tidskrift, 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.

Gaussian integrals

Contour curves

Contour maps

Excursion sets

R

Simultaneous credible bands

Författare

David Bolin

Chalmers, Matematiska vetenskaper, Tillämpad matematik och statistik

Finn Lindgren

University of Edinburgh

Journal of Statistical Software

1548-7660 (eISSN)

Vol. 86

Ämneskategorier

Bioinformatik (beräkningsbiologi)

Sannolikhetsteori och statistik

Matematisk analys

DOI

10.18637/jss.v086.i05

Mer information

Senast uppdaterat

2018-10-18