[R] A vector of normal distributed values with a sum-to-zero constraint

[Boris Steipe]

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, JLucke at 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.steipe at utoronto.ca> 
> Sent by: r-help-bounces at r-project.org
> 04/01/2014 09:29 AM
> 
> To
> Marc Marí Dell'Olmo <marceivissa at gmail.com>,
> cc
> "r-help at r-project.org" <r-help at 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 at 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.
> 
> ______________________________________________
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> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>