[Rd] update on dnbinom with large "size"
bolker at ufl.edu
Fri Jul 4 14:43:21 CEST 2008
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~ Poisson+warning seems very sensible.
~ Looks like things start to get wonky around size=5e14
(this is for mu=1)
but thinking a little harder about the numerical analysis
will probably give a more precise criterion.
~ Ben Bolker
Prof Brian Ripley wrote:
| On Fri, 4 Jul 2008, Martin Maechler wrote:
|>>>>>> "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:
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|> >> ~ 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.
|> 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.
| The argument for warning is that one possible reason for doing this is
| to explore the difference between negative binomial and Poisson, and so
| it would be helpful to be warned that a Poisson had been used (as we
| warn in some other cases where accuracy is lost, if not entirely
|> 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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