I’m trying to use integrated_1d to numerically integrate the following I = \int_{0}^{t} u^{\gamma - 1} \exp\{\alpha \beta_{1} u\} \text{d}u for t, \gamma > 0 and \alpha, \beta \in \mathbb{R}. Note that this domain means I cannot use the gamma_p function in Stan. For s…

[image] hhau: so I might upgrade and give it a whirl. I did upgrade and it seemed to make a world of difference. Both programs now finish fine with a minor warning that the integrand gives inf. For the first one it’s obvious what’s going on; for the second, I don’t know where it could be eval…

Stabilising survival model integrand for use in integrate_1d

Modeling

maxbiostat January 26, 2021, 8:12pm 2

I’m going to think a bit more about this problem, which is old nemesis of mine. For now, you might want to look at what others have done here in the forum.

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Stabilising survival model integrand for use in integrate_1d

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