Bayesian Inference for Log-Normal Data

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 ). 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.


Reference manual

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0.2.2 by Aldo Gardini, 10 months ago

Browse source code at

Authors: Aldo Gardini [aut, cre] , Enrico Fabrizi [aut] , Carlo Trivisano [aut]

Documentation:   PDF Manual  

GPL-3 license

Imports optimx, ghyp, fAsianOptions, coda, Rcpp, MASS, lme4, data.table, Matrix, methods

Suggests knitr, rmarkdown

Linking to Rcpp, RcppEigen

See at CRAN