[Rd] bug with rpois (PR#9106)

From: <dolive_at_math.siu.edu>
Date: Thu 27 Jul 2006 - 17:41:53 GMT

The R poisson random generator rpois appears to have a bug for theta 10 or larger. The sample mean of the pseudo variates is too small: sample mean approx theta - 0.5.

I use Version 1.1.1 (August 15, 2000) Of R on a Dell OptiPlex computer with the
Windows XP Professional operating system.

Has this bug been fixed in later versions?

(I found another reported rpois bug, but it appears to be different and to have been fixed :

rpois gives a large number repeatedly
kjetikj@astro.uio.no
Tue, 15 Feb 2000 12:18:28 +0100 (MET))

The following output helps illustrate the bug.

> zsim

function(nc = 100, nr = 500, theta = 1)
{# check rpois function
  x <- matrix(rpois(nr*nc, theta),nrow=nr,ncol=nc)   z<-apply(x,2,mean)
  list(z=z)}

> zsim(theta=10)

$z

   [1] 9.594 9.552 9.538 9.448 9.438 9.544 9.630 9.474 9.568 9.700 9.720 9.642
  [13] 9.624 9.328 9.420 9.492 9.368 9.674 9.528 9.436 9.296 9.502 9.260 9.440
  [25] 9.572 9.698 9.372 9.458 9.532 9.570 9.534 9.528 9.572 9.536 9.234 9.416
  [37] 9.400 9.370 9.438 9.628 9.672 9.738 9.454 9.478 9.438 9.496 9.672 9.308
  [49] 9.632 9.386 9.842 9.452 9.632 9.460 9.660 9.688 9.486 9.492 9.576 9.664
  [61] 9.290 9.300 9.304 9.472 9.618 9.480 9.458 9.558 9.782 9.532 9.198 9.258
  [73] 9.384 9.630 9.520 9.646 9.554 9.406 9.390 9.554 9.610 9.382 9.604 9.638
  [85] 9.304 9.586 9.848 9.434 9.460 9.644 9.450 9.542 9.502 9.446 9.828 9.364
  [97] 9.664 9.628 9.704 9.354

Notice that all 100 sample means of size 500 are less than 10, about half should be larger.

The following commands also suggest that the rpois function is biased for theta > 10.

> hist(zsim(theta=1)$z)
> hist(zsim(theta=10)$z)
> hist(zsim(theta=100)$z)
> hist(zsim(theta=1000)$z)

Best Regards,

David Olive
dolive@math.siu.edu



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