Eval very large factorial in R

Question

I need to integrate a function which has a factorial in its expression. But, if you try to evaluate factorial, when n > 170, R returns Inf.

I found a lot of packages that allow you to calculate very large numbers, however, they always returns an object from a class that I can't integrate. The final result from the integral always will be a small number.

Here's my code:

integrand <- function(n, i, x) {
    (factorial(n) / (factorial(i - 1) * factorial(n - i))) *
        x^(i - 1) * (1 - x)^(n - i)
}

forder <- function(Fx, x, n, i, ...) {
    lower <- sapply(x - 1, Fx, ...)
    upper <- sapply(x, Fx, ...)
     integrate(integrand,
               lower = lower, upper = upper, n = n, i = i,
               stop.on.error = FALSE)$value
}
forder <- Vectorize(forder, "x")

##------------------------------------------------------------------------------
## Some example
y <- sort(rpois(100, 1))

## Works fine
forder(ppois, y, 170, 10, lambda = 1)

## Does not work
forder(ppois, y, 171, 10, lambda = 1)
##------------------------------------------------------------------------------

Answer 1

As said in my comment, you can replace (factorial(n) / (factorial(i - 1) * factorial(n - i))) with i*choose(n, i). These two quantities are equal but choose(n,i) allows higher values of n.

Or you can use the pbeta function instead of doing a numerical integration:

forder <- function(Fx, x, n, i, ...) {
  lower <- sapply(x - 1, Fx, ...)
  upper <- sapply(x, Fx, ...)
  i*choose(n, i) * (pbeta(upper, i, n-i+1) - pbeta(lower, i, n-i+1)) * beta(i, n-i+1)
}

Even better, use logarithms:

forder <- function(Fx, x, n, i, ...) {
  lower <- sapply(x - 1, Fx, ...)
  upper <- sapply(x, Fx, ...)
  lg <- log(i) + lchoose(n, i) + 
    log(pbeta(upper, i, n-i+1) - pbeta(lower, i, n-i+1)) + lbeta(i, n-i+1)
  exp(lg)
}

---

EDIT

I didn't notice this simplification: i*choose(n, i) * beta(i, n-i+1) = 1. So you can simply do:

forder <- function(Fx, x, n, i, ...) {
  lower <- sapply(x - 1, Fx, ...)
  upper <- sapply(x, Fx, ...)
  pbeta(upper, i, n-i+1) - pbeta(lower, i, n-i+1)
}