r-levelSets

An (upper) level set of a function is the set of inputs for which the function value is at or above a specified threshold. (Also called an excursion set). Applications of level sets include confidence or credible regions for parameters of statistical models, where the function is the likelihood or posterior density; regions where classification rules assign high probability to a given class; and scientific or engineering models where one is interested in input regions for which model output is above a threshold. This package maps out the boundary of a level set by finding its intersections with collections of 1-dimensional rays, generalizing a proposal by Kim and Lindsay (Statistica Sinica 21:923-948, 2011). Tools are provided to generate rays, find intersections, and visualize results. The package makes few assumptions about the studied function: it may be discontinuous, it may have a complicated feasible region, and the target level set may be non-convex or have multiple, disconnected parts. Vignettes describe package usage and show examples with two to five input space dimensions.