You could use the mvtnorm package to generate correlated vectors of random normal deviates where the nominal correlation is 0.
library(mvtnorm) rho <- 0.0 Cor <- array(c(1, rho, rho, 1), dim=c(2,2)) Y <- rmvnorm(1000, sigma=Cor) plot(Y) cor(Y) cor.test(Y[,1],Y[,2]) Any given random set will have some small amount of random correlation. You can then transform the distribution of the normal random deviates to another distribution using pnorm, qnorm and their equivalents for the other dist. Andy. andydol...@gmail.com 2009/7/7 Stein, Luba (AIM SE) <luba.st...@allianz.com> > Thank you for your help! > But is it possible to produe two vectors x and y with a given length such > that there correlation is zero. > > For me ist not enough just to simulate two vectors with there correlation. > > Thank you, > Luba > > > > > -----Urspr?ngliche Nachricht----- > Von: ONKELINX, Thierry [mailto:thierry.onkel...@inbo.be] > Gesendet: Dienstag, 7. Juli 2009 15:51 > An: Stein, Luba (AIM SE); r-help@r-project.org > Betreff: RE: [R] Uncorrelated random vectors > > cor.test(rnorm(10000), rnorm(10000)) > > > ------------------------------------------------------------------------ > ---- > ir. Thierry Onkelinx > Instituut voor natuur- en bosonderzoek / Research Institute for Nature > and Forest > Cel biometrie, methodologie en kwaliteitszorg / Section biometrics, > methodology and quality assurance > Gaverstraat 4 > 9500 Geraardsbergen > Belgium > tel. + 32 54/436 185 > thierry.onkel...@inbo.be > www.inbo.be > > To call in the statistician after the experiment is done may be no more > than asking him to perform a post-mortem examination: he may be able to > say what the experiment died of. > ~ Sir Ronald Aylmer Fisher > > The plural of anecdote is not data. > ~ Roger Brinner > > The combination of some data and an aching desire for an answer does not > ensure that a reasonable answer can be extracted from a given body of > data. > ~ John Tukey > > -----Oorspronkelijk bericht----- > Van: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] > Namens Stein, Luba (AIM SE) > Verzonden: dinsdag 7 juli 2009 15:46 > Aan: r-help@r-project.org > Onderwerp: [R] Uncorrelated random vectors > > Hello, > > is it possible to create two uncorrelated random vectors for a given > distribution. > > In fact, I would like to have something like the function "rnorm" or > "rlogis" with the extra property that they are uncorrelated. > > Thanks for your help, > Luba > > > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > Dit bericht en eventuele bijlagen geven enkel de visie van de schrijver > weer > en binden het INBO onder geen enkel beding, zolang dit bericht niet > bevestigd is > door een geldig ondertekend document. The views expressed in this message > and any annex are purely those of the writer and may not be regarded as > stating > an official position of INBO, as long as the message is not confirmed by a > duly > signed document. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
