On Sun, 23 Feb 2014, Dario Strbenac wrote:

The documentation states :

An alternative parametrization (often used in ecology) is by the mean ?mu?, and 
?size?, the dispersion parameter.

However, this fails :

rnbinom(10, mu = 100, size = 0)
[1] NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
Warning message:
In rnbinom(10, mu = 100, size = 0) : NAs produced

For dispersion set to 0, it should work like drawing from a Poisson distribution.

No, Poisson is the case for size converging to Inf. Compare:

R> dnbinom(1:4, mu = 1, size = 1e9)
[1] 0.36787945 0.18393972 0.06131324 0.01532831
R> dpois(1:4, lambda = 1)
[1] 0.36787944 0.18393972 0.06131324 0.01532831

This is easy to see from the explanation in the manual page:

  The variance is 'mu + mu^2/size' in this parametrization.

So for size = Inf this yields mu, i.e., equidispersion. And for finite positive size, there is always overdispersion.

It also produces incorrect draws for non-zero dispersions :

rnbinom(10, mu = 100, size = 0.000001)
[1] 0 0 0 0 0 0 0 0 0 0

This conforms with the documentation

  The case 'size == 0' is the distribution concentrated at zero.
  This is the limiting distribution for 'size' approaching zero,
  even if 'mu' rather than 'prob' is held constant. Notice though,
  that the mean of the limit distribution is 0, whatever the value
  of 'mu'.

It also fails for underdispersed count models :

rnbinom(10, mu = 100, size = -0.1)
[1] NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
Warning message:
In rnbinom(10, mu = 100, size = -0.1) : NAs produced

And here the manual explains:

    size: target for number of successful trials, or dispersion
          parameter (the shape parameter of the gamma mixing
          distribution).  Must be strictly positive, need not be
          integer.


sessionInfo()
R version 3.0.2 (2013-09-25)
Platform: x86_64-pc-linux-gnu (64-bit)

locale:
[1] LC_CTYPE=en_AU.UTF-8 LC_NUMERIC=C [3] LC_TIME=en_AU.UTF-8 LC_COLLATE=en_AU.UTF-8 [5] LC_MONETARY=en_AU.UTF-8 LC_MESSAGES=en_AU.UTF-8 [7] LC_PAPER=en_AU.UTF-8 LC_NAME=C [9] LC_ADDRESS=C LC_TELEPHONE=C [11] LC_MEASUREMENT=en_AU.UTF-8 LC_IDENTIFICATION=C
attached base packages:
[1] stats graphics grDevices utils datasets methods base
loaded via a namespace (and not attached):
[1] tools_3.0.2

--------------------------------------
Dario Strbenac
PhD Student
University of Sydney
Camperdown NSW 2050
Australia
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