Full_Name: Andrey Pavlov Version: 2.7.1 (2008-06-23) OS: Windows Vista Submission from: (NULL) (67.193.233.43)
Dear developers, I discovered an issue with the dnbinom function while fitting a negative binomial model to my data. I was using the size and mu parameterization. When the size gets large enough, the function begins to return 1, while it should instead return the respective Poisson probability. This can be seen in the following simple example: > dpois(1,lambda=1) [1] 0.3678794 > dnbinom(1,size=1e+15,mu=1) [1] 0.3678793 > dnbinom(1,size=3e+15,mu=1) [1] 0.3678793 - very close to Poisson. But then I increase the size further, and it goes off somewhat: > dnbinom(1,size=5e+15,mu=1) [1] 0.3658024 > dnbinom(1,size=7e+15,mu=1) [1] 0.3572676 ...until suddenly it returns 1: > dnbinom(1,size=10e+15,mu=1) [1] 1 This turned out to be a big and hard to track down issue for me. The bug confused the optimizer of the likelihood function, which happened to move too far on the size dimension and began to discover "very good" parameters. I fixed the problem by adding a logical check, which replaced the negative binomial probability with the Poisson one in case the size was large, but this is a very crude solution. Perhaps it is worth fixing the internal routine. Thanks, Andrey ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
