Calculating probabilistic excursion sets and related quantities using excursions

David Bolin, Finn Lindgren

Research output: Contribution to journalArticlepeer-review

Abstract / Description of output

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
Article number5
Number of pages20
JournalJournal of Statistical Software
Issue number5
Publication statusPublished - 3 Sept 2018

Keywords / Materials (for Non-textual outputs)

  • stat.CO


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