But the result is not Normal. Consider: set.seed(112358) N <- 100 x <- rnorm(N-1) sum(x)
[1] 1.759446 !!! i.e. you have an outlier at 1.7 sigma, and for larger N... set.seed(112358) N <- 10000 x <- rnorm(N-1) sum(x) [1] -91.19731 B. On 2014-04-01, at 10:14 AM, jlu...@ria.buffalo.edu wrote: > The sum-to-zero constraint imposes a loss of one degree of freedom. Of N > samples, only (N-1) can be random. Thus the solution is > > N <- 100 > > x <- rnorm(N-1) > > x <- c(x, -sum(x)) > > sum(x) > [1] -7.199102e-17 > > > > > > > > > > > > Boris Steipe <boris.ste...@utoronto.ca> > Sent by: r-help-boun...@r-project.org > 04/01/2014 09:29 AM > > To > Marc Marí Dell'Olmo <marceivi...@gmail.com>, > cc > "r-help@r-project.org" <r-help@r-project.org> > Subject > Re: [R] A vector of normal distributed values with a sum-to-zero > constraint > > > > > > Make a copy with opposite sign. This is Normal, symmetric, but no longer > random. > > set.seed(112358) > x <- rnorm(5000, 0, 0.5) > x <- c(x, -x) > sum(x) > hist(x) > > B. > > On 2014-04-01, at 8:56 AM, Marc Marí Dell'Olmo wrote: > > > Dear all, > > > > Anyone knows how to generate a vector of Normal distributed values > > (for example N(0,0.5)), but with a sum-to-zero constraint?? > > > > The sum would be exactly zero, without decimals. > > > > I made some attempts: > > > >> l <- 1000000 > >> aux <- rnorm(l,0,0.5) > >> s <- sum(aux)/l > >> aux2 <- aux-s > >> sum(aux2) > > [1] -0.000000000006131392 > >> > >> aux[1]<- -sum(aux[2:l]) > >> sum(aux) > > [1] -0.00000000000003530422 > > > > > > but the sum is not exactly zero and not all parameters are N(0,0.5) > > distributed... > > > > Perhaps is obvious but I can't find the way to do it.. > > > > Thank you very much! > > > > Marc > > > > ______________________________________________ > > 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. > ______________________________________________ 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.