[R] alternative generator for normal distributed variables

[ONKELINX, Thierry]

Please give a reproducible example when making bold statements.

I find no evidence of autocorrelation in

set.seed(12345)
x <- rnorm(100, mean = 0, sd = 1)
acf(x)

x <- rnorm(1e6, mean = 0, sd = 1)
acf(x)


ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek / Research Institute for Nature and Forest
team Biometrie & Kwaliteitszorg / team Biometrics & Quality Assurance
Kliniekstraat 25
1070 Anderlecht
Belgium
+ 32 2 525 02 51
+ 32 54 43 61 85
Thierry.Onkelinx op 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 op r-project.org [mailto:r-help-bounces op r-project.org] Namens juliane0212
Verzonden: woensdag 30 mei 2012 13:40
Aan: r-help op r-project.org
Onderwerp: [R] alternative generator for normal distributed variables

Hello,

currently I'm working on a model based on Monte-Carlo-Simulations.

I observed that a generated normal distributed times series using
rnorm(100,mean=0,sd=1)
is far away from being not autocorrelated.

Is there any other gerenator implemented in R, which might solve my problem?

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