Here is one way: > x <- rnorm(100) > y <- rnorm(100) > z <- residuals(lm(y ~ x)) > cor(x, z) [1] 3.610290e-17
Best, Giovanni > Date: Tue, 07 Jul 2009 16:26:02 +0200 > From: "Stein, Luba (AIM SE)" <luba.st...@allianz.com> > Sender: r-help-boun...@r-project.org > Accept-Language: en-US, de-DE > Precedence: list > Thread-topic: [R] Uncorrelated random vectors > Thread-index: Acn/CUJmE2gw3SggRTqBPK7cXE4i5QAAMBVwAAE0SfA= > acceptlanguage: en-US, de-DE > > 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.