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.ste...@utoronto.ca> Sent by: r-help-boun...@r-project.org 04/01/2014 09:29 AM To Marc Marí Dell'Olmo <marceivi...@gmail.com>, cc "r-help@r-project.org" <r-help@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@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@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. [[alternative HTML version deleted]]
______________________________________________ R-help@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.
