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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