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 language | English (US) |
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Journal | Journal of Statistical Software |
Volume | 86 |
DOIs | |
State | Published - Jan 1 2018 |
Externally published | Yes |