numerical stability tips

[Alp Kucukelbir]

hi folks,

i've been communicating with sharad goel, who wants to use the function below in a Stan program.

functions {
// mean of beta(a,b) conditioned on being larger than x
real beta_conditional_mean(real x, real a, real b) {
return (1 - beta_cdf(x, a+1, b)) / (1 - beta_cdf(x, a, b)) * a / (a+b);
}
}

any tips to make this more numerically stable? i think i'm mainly worried about when a and b are small, but i may be missing something here.

cheers
alp

[Ben Goodrich]

Using the beta_ccdf() function may be more stable than 1 - beta_cdf().

Ben