bayprior: Structured Bayesian Prior Elicitation, Conflict Diagnostics, and Regulatory Reporting

Ndoh Penn

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arXiv · 2609.16410

bayprior: Structured Bayesian Prior Elicitation, Conflict Diagnostics, and Regulatory Reporting

Ndoh Penn

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Abstract

Bayesian clinical trials require a well-specified prior distribution, and regulators increasingly expect that specification to be documented, diagnosed for prior-data conflict, and shown to be robust to reasonable alternatives -- yet few R tools connect the full workflow of prior construction, validation, and regulatory justification into a single package. We introduce bayprior, an R package and Shiny application that implements structured expert elicitation via quantile matching, moment matching, and the SHELF roulette method across six distribution families; linear and logarithmic expert opinion pooling with Bhattacharyya agreement diagnostics; prior-data conflict assessment using the Box p-value, surprise index, information divergence, Bhattacharyya overlap, and multivariate Mahalanobis distance; hyperparameter sensitivity analysis with tornado and influence heatmap visualisations; and robust, sceptical, and power prior alternatives. A regulatory reporting module generates self-contained HTML, PDF, or Word documents addressing expectations in the FDA's 2026 draft Bayesian methods guidance and in EMA guidance on incorporating external and historical information. The package is demonstrated on a synthetic oncology Phase II trial. bayprior is available on CRAN and includes a fully modular Shiny application for interactive use.

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Ndoh Penn. 2026-09-14. bayprior: Structured Bayesian Prior Elicitation, Conflict Diagnostics, and Regulatory Reporting. https://arxiv.org/abs/2609.16410

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