excursions is an R-package with functions for calculating excursion sets, contour credible regions, and simultaneous confidence bands, for latent Gaussian models. The package has a function that takes a result object calculated by the INLA package and calculates specified excursion sets or contour credible regions. For a latent Gaussian model estimated using INLA this function, for example, makes it easy to find the largest area where the latent process, with some given probability, is positive.
The theory of the methods used in the package are described in this paper. The package is available through CRAN and is installed in R by typing
> install.packages("excursions")
There is also a development version of the package, see the package homepage which also contains a manual and further documentation.
Contact us (email) if you have any questions or suggestions regarding the package.