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Poisson rand InexactError for extremely large parameter values #821

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simonbyrne opened this issue Jan 24, 2019 · 6 comments
Open

Poisson rand InexactError for extremely large parameter values #821

simonbyrne opened this issue Jan 24, 2019 · 6 comments
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@simonbyrne
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julia> rand(Poisson(1e20))
ERROR: InexactError: Int64(Int64, 9.999999997262139e19)
Stacktrace:
 [1] Type at ./float.jl:700 [inlined]
 [2] convert at ./number.jl:7 [inlined]
 [3] rand(::Poisson{Float64}) at /Users/simon/.julia/packages/Distributions/WHjOk/src/univariate/discrete/poisson.jl:89
 [4] top-level scope at none:0

Note that the underlying Rmath library actually works in terms of Float64s (see JuliaStats/Rmath-julia#11).

@mschauer
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I think it only fails if the return value is actually outside the range of Int:

julia> rand(Poisson(float(typemax(Int64))))
9223372034018728960

julia> rand(Poisson(float(typemax(Int64))))
9223372033786713088

julia> rand(Poisson(float(typemax(Int64))))
ERROR: InexactError: Int64(Int64, 9.223372040475427e18)

@mschauer
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PS: Someday somewhere in some parallel universe a rand(Poisson(1.0)) will fail with overflow.

@simonbyrne
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I guess it would be useful to have a rand(::Type{Float64}, d::Poisson) method that didn't do the conversion to Int.

@CameronBieganek
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It would be nice if this could return a better error message.

@SamuelBrand1
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Any development on this issue?

@devmotion
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#1433 would have fixed it but we did not want to follow through with other changes in this PR. I think we can return to the Poisson case (and other similar cases) after #1905.

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