Calculating Probabilistic Excursion Sets and Related Quantities Using excursions

doi:10.18637/jss.v086.i05

Calculating Probabilistic Excursion Sets and Related Quantities Using excursions

2018-01-01

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DOI：10.18637/jss.v086.i05

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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.

Keyword:

excursion sets

contour maps

contour curves

simultaneous credible bands

Gaussian

integrals

R

Calculating Probabilistic Excursion Sets and Related Quantities Using excursions

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