[Rd] rpois(9, 1e10)

[Avraham Adler]

Floor (maybe round) of non-negative numerics, though. Poisson should never
have anything after decimal.

Still think it’s worth allowing long long for R64 bit, just for purity
sake.

Avi

On Sun, Jan 19, 2020 at 4:38 PM Spencer Graves <spencer.graves using prodsyse.com>
wrote:

>
>
> On 2020-01-19 13:01, Avraham Adler wrote:
>
> Crazy thought, but being that a sum of Poissons is Poisson in the sum, can
> you break your “big” simulation into the sum of a few smaller ones? Or is
> the order of magnitude difference just too great?
>
>
>
>       I don't perceive that as feasible.  Once I found what was generating
> NAs, it was easy to code a function to return pseudo-random numbers using
> the standard normal approximation to the Poisson for those extreme cases.
> [For a Poisson with mean = 1e6, for example, the skewness (third
> standardized moment) is 0.001.  At least for my purposes, that should be
> adequate.][1]
>
>
>       What are the negative consequences of having rpois return numerics
> that are always nonnegative?
>
>
>       Spencer
>
>
> [1]  In the code I reported before, I just changed the threshold of 1e6 to
> 0.5*.Machine$integer.max.  On my Mac, .Machine$integer.max = 2147483647 =
> 2^31 > 1e9.  That still means that a Poisson distributed pseudo-random
> number just under that would have to be over 23000 standard deviations
> above the mean to exceed .Machine$integer.max.
>
>
> On Sun, Jan 19, 2020 at 1:58 PM Spencer Graves <
> spencer.graves using prodsyse.com> wrote:
>
>>       This issue arose for me in simulations to estimate confidence,
>> prediction, and tolerance intervals from glm(., family=poisson) fits
>> embedded in a BMA::bic.glm fit using a simulate.bic.glm function I added to
>> the development version of Ecfun, available at
>> "https://github.com/sbgraves237/Ecfun"
>> <https://github.com/sbgraves237/Ecfun>.  This is part of a vignette I'm
>> developing, available at
>> "https://github.com/sbgraves237/Ecfun/blob/master/vignettes/time2nextNuclearWeaponState.Rmd"
>> <https://github.com/sbgraves237/Ecfun/blob/master/vignettes/time2nextNuclearWeaponState.Rmd>.
>> This includes a simulated mean of a mixture of Poissons that exceeds 2e22.
>> It doesn't seem unreasonable to me to have rpois output a numerics rather
>> than integers when a number simulated exceeds .Machine$integer.max.  And it
>> does seem to make less sense in such cases to return NAs.
>>
>>
>>        Alternatively, might it make sense to add another argument to
>> rpois to give the user the choice?  E.g., an argument "bigOutput" with (I
>> hope) default = "numeric" and "NA" as a second option.  Or NA is the
>> default, so no code that relied that feature of the current code would be
>> broken by the change.  If someone wanted to use arbitrary precision
>> arithmetic, they could write their own version of this function with
>> "arbitraryPrecision" as an optional value for the "bigOutput" argument.
>>
>>
>>       Comments?
>>       Thanks,
>>       Spencer Graves
>>
>>
>>
>> On 2020-01-19 10:28, Avraham Adler wrote:
>>
>> Technically, lambda can always be numeric. It is the observations which
>> must be integral.
>>
>> Would hitting everything larger than maxint or maxlonglong with floor or
>> round fundamentally change the distribution? Well, yes, but enough that it
>> would matter over process risk?
>>
>> Avi
>>
>> On Sun, Jan 19, 2020 at 11:20 AM Benjamin Tyner <btyner using gmail.com> wrote:
>>
>>> So imagine rpois is changed, such that the storage mode of its return
>>> value is sometimes integer and sometimes numeric. Then imagine the case
>>> where lambda is itself a realization of a random variable. Do we really
>>> want the storage mode to inherit that randomness?
>>>
>>>
>>> On 1/19/20 10:47 AM, Avraham Adler wrote:
>>> > Maybe there should be code for 64 bit R to use long long or the like?
>>> >
>>> > On Sun, Jan 19, 2020 at 10:45 AM Spencer Graves
>>> > <spencer.graves using prodsyse.com <mailto:spencer.graves using prodsyse.com>>
>>> wrote:
>>> >
>>> >
>>> >
>>> >     On 2020-01-19 09:34, Benjamin Tyner wrote:
>>> >     >>
>>> >
>>>  ------------------------------------------------------------------------
>>> >     >> Hello, All:
>>> >     >>
>>> >     >>
>>> >     >>         Consider:
>>> >     >>
>>> >     >>
>>> >     >> Browse[2]> set.seed(1)
>>> >     >> Browse[2]> rpois(9, 1e10)
>>> >     >> NAs produced[1] NA NA NA NA NA NA NA NA NA
>>> >     >>
>>> >     >>
>>> >     >>         Should this happen?
>>> >     >>
>>> >     >>
>>> >     >>         I think that for, say, lambda>1e6, rpois should return
>>> >     rnorm(.,
>>> >     >> lambda, sqrt(lambda)).
>>> >     > But need to implement carefully; rpois should always return a
>>> >     > non-negative integer, whereas rnorm always returns numeric...
>>> >     >
>>> >
>>> >            Thanks for the reply.
>>> >
>>> >
>>> >            However, I think it's not acceptable to get an NA from a
>>> >     number
>>> >     that cannot be expressed as an integer.  Whenever a randomly
>>> >     generated
>>> >     number would exceed .Machine$integer.max, the choice is between
>>> >     returning NA or a non-integer numeric.  Consider:
>>> >
>>> >
>>> >      > 2*.Machine$integer.max
>>> >     [1] 4294967294
>>> >      > as.integer(2*.Machine$integer.max)
>>> >     [1] NA
>>> >     Warning message:
>>> >     NAs introduced by coercion to integer range
>>> >
>>> >
>>> >            I'd rather have the non-integer numeric.
>>> >
>>> >
>>> >            Spencer
>>> >
>>> >     ______________________________________________
>>> >     R-devel using r-project.org <mailto:R-devel using r-project.org> mailing list
>>> >     https://stat.ethz.ch/mailman/listinfo/r-devel
>>> >
>>> > --
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>>>
>> --
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>>
>>
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