[Rd] update on dnbinom with large "size"
Martin Maechler
maechler at stat.math.ethz.ch
Fri Jul 4 11:51:02 CEST 2008
>>>>> "BDR" == Prof Brian Ripley <ripley at stats.ox.ac.uk>
>>>>> on Fri, 4 Jul 2008 09:02:21 +0100 (BST) writes:
BDR> On Thu, 3 Jul 2008, Ben Bolker wrote:
>> -----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1
>>
>>
>> ~ turns out I don't need to look at the C code.
>>
>> ~ if one uses the mu/size parameterization of the
>> negative binomial, R computes size/(size+mu) to switch
>> parameterizations. If size>>mu this gets rounded to 1
>> ... should be easy enough to test and return NA under
>> these circumstances?
BDR> It is all vectorized, so not so easy. But why is NA
BDR> appropriate, when a Poisson approximation seems more
BDR> appropriate?
yes, definitely more appropriate.
BDR> The same issue affects [pqr]nbinom, of course.
indeed.
BDR> The short-term advice is of course 'don't do that'
:-)
BDR> but use a suitable approximation such as Poisson. Maybe
BDR> there are reasons to support values of size > 1e10, but
BDR> I suspect only for completeness and maybe it is better
BDR> to at least give a warning.
As you know I'm very much in favor of "completeness" here (and
have already spent an unreasonable/unpayable amount of hours to
achieve that in quite a few cases for R in the past).
I'd much prefer a solution without a warning that used the
appropriate approximation when needed.
I'm now between a workshop and a week of vacation, so I am not
promising anything, but I'd plan to get this fixed before the
end of the summer.
>> - --------------------------
>> ~ Check it out:
>>
>> curve(dnbinom(1,mu=0.5,size=x),log="x",from=1,to=1e18)
>> abline(h=dpois(1,lambda=0.5),col=2,lty=2)
>> text(1,dpois(1,lambda=0.5)+0.02,"Poisson",col=2,pos=4)
a very nice example, thank you, Ben!
Regards, Martin
>>
>> ~ I will take a look in the C code when I get a chance to
>> see if I can offer a patch, but in the meantime wanted to
>> alert people to this "feature" ... (it looks like I will
>> have to go through dnbinom and dbinom_raw to see where
>> the problem is ...)
>>
>> ~ Ben Bolker
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