[R] Uncorrelated random vectors

[Stein, Luba (AIM SE)]

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.ONKELINX at inbo.be] 
Gesendet: Dienstag, 7. Juli 2009 15:51
An: Stein, Luba (AIM SE); r-help at 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.Onkelinx at 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-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
Namens Stein, Luba (AIM SE)
Verzonden: dinsdag 7 juli 2009 15:46
Aan: r-help at 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




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