From ripley@stats.ox.ac.uk  Fri Apr  9 07:31:33 1999
From: ripley@stats.ox.ac.uk (Prof Brian D Ripley)
Date: Fri, 9 Apr 1999 07:31:33 +0100 (BST)
Subject: Error in ppois function (PR#161)
In-Reply-To: <199904090320.FAA00615@blueberry.kubism.ku.dk>
Message-ID: <Pine.GSO.4.05.9904090652020.28479-100000@auk.stats>

On Fri, 9 Apr 1999 mh.smith@auckland.ac.nz wrote:

> Full_Name: Murray H Smith
> Version: 0.63.3
> OS: Windows NT
> Submission from: (NULL) (130.216.5.57)
> 
> 
> The ppois function is displaced by -0.5.
> Try:
> 
> > ppois(-0.5,1)
> [1] 0.3678794
> > ppois(-0.51,1)
> [1] 0
> > ppois(0,1)
> [1] 0.3678794


The problem is in

> ?ppois

The Poisson Distribution

     dpois(x, lambda)
     ppois(q, lambda)
     qpois(p, lambda)
     rpois(n, lambda)

Arguments:

       x: vector of (positive) quantiles.

       p: vector of probabilities.

       n: number of random values to return.

  lambda: vector of positive means.

where q is undefined! It should only be defined for integers. Similarly, x
should only be integers.

It seems better to make ppois defined as the CDF for all q. The code had

    x = floor(x + 0.5);

and that should be something like floor(x + 1e-7).

I've fixed this for 0.64.1, and dpois now warns on non-integer x and,
correctly, gives 0. (Yes, I know S does not warn, but that is taking
silence too far I think.)

> 
> and
> 
> > par(mfrow=c(2,1))
> > x<-seq(-1,5,0.01)
> > plot(x,ppois(x,1),type="s",ylab="F(x)",main="Poisson CDF?")
> > plot(x,pbinom(x,100,0.01),type="s",ylab="F(x)",main="Binomial CDF")

Thank you for the nice example, now on the help page.


You did not try pnbinom, which is much more wrong:

> pnbinom(1, 3, 0.5)
[1] 0.3125
> pnbinom(1.1, 3, 0.5)
[1] 0.3320067
> pnbinom(1.5, 3, 0.5)
[1] 0.4089029


-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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Error in ppois function (PR#161)
Prof Brian D Ripley