[Rd] rpois(9, 1e10)

Spencer Graves @pencer@gr@ve@ @end|ng |rom prod@y@e@com
Sun Jan 19 15:45:46 CET 2020


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)).


       For my particular Monte Carlo, I have replaced my call to rpois 
with a call to the following:


  rpois. <- function(n, lambda){
       n2 <- max(length(n), length(lambda))
       n <- rep_len(n, n2)
       lambda <- rep_len(lambda, n2)
#
       big <- (lambda>1e6)
       out <- rep(NA, n2)
       out[big] <- rnorm(sum(big), lambda[big], sqrt(lambda[big]))
       out[!big] <- rpois(sum(!big), lambda[!big])
       out
   }


       Comments?
       Thanks,
       Spencer Graves



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