Here are some examples that may get you started (note that there is no guarantee that a variable follows a given distribution after it has been adjusted to have 0 correlation with another variable):
library(MASS) tmp <- mvrnorm(25, c(0,0), diag(2), empirical=TRUE) zapsmall(cor(tmp)) tmp2 <- exp(tmp) zapsmall(cor(tmp2)) x <- rexp(100, 3) y <- rexp(100, 2) par(mfrow=c(2,1)) plot(x,y) tmp3 <- cbind(x,y) zapsmall(cor(tmp3)) tmp4 <- tmp3 %*% solve(chol(var(tmp3))) zapsmall(cor(tmp4)) plot(tmp4) hist(tmp4[,1]) hist(tmp4[,2]) plot(tmp4[,1], x) plot(tmp4[,2], y) Hope this helps, -- Gregory (Greg) L. Snow Ph.D. Statistical Data Center Intermountain Healthcare greg.s...@imail.org 801.408.8111 > -----Original Message----- > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r- > project.org] On Behalf Of Stein, Luba (AIM SE) > Sent: Tuesday, July 07, 2009 8:26 AM > To: ONKELINX, Thierry; r-help@r-project.org > Subject: Re: [R] Uncorrelated random vectors > > 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. ______________________________________________ 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.
