[R] A vector of normal distributed values with a sum-to-zero constraint
Boris Steipe
boris.steipe at utoronto.ca
Tue Apr 1 16:25:06 CEST 2014
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.
>
> ______________________________________________
> 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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