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Calculating Probabilistic Excursion Sets and Related Quantities Using excursions

Journal article
Authors David Bolin
F. Lindgren
Published in Journal of Statistical Software
Volume 86
Issue 5
Pages 1-20
ISSN 1548-7660
Publication year 2018
Published at Department of Mathematical Sciences
Pages 1-20
Language en
Links dx.doi.org/10.18637/jss.v086.i05
Keywords excursion sets, contour maps, contour curves, simultaneous credible bands, Gaussian, integrals, R, degree ordering algorithm, markov random-fields, global temperature, sea-level, models, uncertainty, inference, trends, maps
Subject categories Statistics, Statistics, computer and systems science

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.

Page Manager: Webmaster|Last update: 9/11/2012
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