BayesLN

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Bayesian Inference for Log-Normal Data

Carlo Trivisano, Enrico Fabrizi, Aldo Gardini

Last update: 4 December 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.2.8, 0.1.2, 0.2.1, 0.2.2, 0.2.3, 0.2.6, 0.2.10

Source code repository: https://github.com/cran/BayesLN

Description

Bayesian inference under log-normality assumption must be performed very carefully. In fact, under the common priors for the variance, useful quantities in the original data scale (like mean and quantiles) do not have posterior moments that are finite (Fabrizi et al. 2012 <doi:10.1214/12-BA733>). This package allows to easily carry out a proper Bayesian inferential procedure by fixing a suitable distribution (the generalized inverse Gaussian) as prior for the variance. Functions to estimate several kind of means (unconditional, conditional and conditional under a mixed model) and quantiles (unconditional and conditional) are provided.

Cites work

• Bayesian Estimation of Log-Normal Means with Finite Quadratic Expected Loss

Described by source

• Bayesian analysis of ANOVA and mixed models on the log-transformed response variable

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