Re: [R] alternative generator for normal distributed variables

2012-05-30 Thread Jorge I Velez
Hi there, I am not an expert, but simple experimentation using the acf() function shows that your statement is not true (see ?acf and ?replicate for more information): foo <- function(x) acf(x, plot = FALSE)$acf[,,1] result <- replicate(1, foo(rnorm(100))) result <- t(apply(result, 1, quantil

Re: [R] alternative generator for normal distributed variables

2012-05-30 Thread R. Michael Weylandt
Like Thierrey I entirely disagree with you, but there are many PRNGs in R -- take a look at ?RNGkind to change them. Michael On Wed, May 30, 2012 at 7:39 AM, juliane0212 wrote: > Hello, > > currently I'm working on a model based on Monte-Carlo-Simulations. > > I observed that a generated normal

Re: [R] alternative generator for normal distributed variables

2012-05-30 Thread ONKELINX, Thierry
given body of data. ~ John Tukey -Oorspronkelijk bericht- Van: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] Namens juliane0212 Verzonden: woensdag 30 mei 2012 13:40 Aan: r-help@r-project.org Onderwerp: [R] alternative generator for normal distributed variables Hel

[R] alternative generator for normal distributed variables

2012-05-30 Thread juliane0212
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? -- View this