inf_sum_MGF

<p>Function that adds terms to the infinite sum of the SMNG moment generating function until the relative
error reaches the requested threshold fixed by <code>rel_tol</code>.</p>

internal

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.

Aldo Gardini

BayesLN

Bayesian Inference for Log-Normal Data

Enrico Fabrizi

Carlo Trivisano

inf_sum_MGF function

Summation SMNG moment generating function — inf_sum_MGF

Summation SMNG moment generating function

inf_sum_MGF: Summation SMNG moment generating function

Description

Usage

Arguments