[R] Uncorrelated random vectors

[Giovanni Petris]

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.STEIN at allianz.com>
> Sender: r-help-bounces at r-project.org
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> Thread-topic: [R] Uncorrelated random vectors
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> 
> 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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