I've been writing some code that iteratively performs binomial draws (using rbinom) and for some callee arguments I can end up with the size being large, which causes R (3.1.1, both official or homebrew builds tested—so unlikely to be compiler related) to return an unexpected NA. For example:
rbinom(1,2^32,0.95)
is what I'd expect to work, but gives NA back. However, running with size=2^31 or prob≤0.5 works.
The fine manual mentions inversion being used when size < .Machine$integer.max is false, could this be the issue?
Looking at the source rbinom does the equivalent (in C code) of the following for such large sizes:
qbinom(runif(n), size, prob, FALSE)
And indeed:
set.seed(42)
rbinom(1,2^31,0.95)
#[1] 2040095619
set.seed(42)
qbinom(runif(1), 2^31, 0.95, F)
#[1] 2040095619
However:
set.seed(42)
rbinom(1,2^32,0.95)
#[1] NA
set.seed(42)
qbinom(runif(1), 2^32, 0.95, F)
#[1] 4080199349
As @BenBolker points out rbinom returns an integer and if the return value is larger than .Machine$integer.max, e.g., larger than 2147483647 on my machine, NA gets returned. In contrast qbinom returns a double. I don't know why and it doesn't seem to be documented.
So, it seems like there is at least undocumented behavior and you should probably report it.