c# - Math.Net Numerics: Error in sampling from Negative Binomial -


i'm using math.net sample values overdispersed poisson distribution. i'm doing using negative binomial link, described here: https://stat.ethz.ch/pipermail/r-help/2002-june/022425.html

my code looks this:

private static double odpoisson(double lambda, double dispersion)     {         double p = 1 / (dispersion - 1);         double r = lambda * p;          if (dispersion == 1)         {             return poisson.sample(lambda);         }         else         {             return negativebinomial.sample(r, p);         }     }

what i've found works low values of lambda. try sample lambda of 1000 , dispersion parameter of 2, code 'hangs', i.e. method keeps running no value returned. i've looped through method test various combinations of input parameters (lambda 1 1000, dispersion = 2), , code 'hangs' @ different combinations every time. it'll sample combinations lambda = 750, other times lambda = 500. happens re-running console app , making no code changes.

i've included 'isvalidparameterset' check before every run, , though parameters considered valid, sample still not generated. further test whether input parameters valid, i've tested same parameters negativebinomial.cdf method @ 50th percentile, , returns value every time.

is there error in negativebinomial.sample method? if not, how fix problem?


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