qprodnormal {RMediation} | R Documentation |
Quantile for the Distribution of Product of Two Normal Variables
Description
Generates quantiles for the distribution of product of two normal random variables
Usage
qprodnormal(
p,
mu.x,
mu.y,
se.x,
se.y,
rho = 0,
lower.tail = TRUE,
type = "dop",
n.mc = 1e+05
)
Arguments
p |
probability |
mu.x |
mean of |
mu.y |
mean of |
se.x |
standard error (deviation) of |
se.y |
standard error (deviation) of |
rho |
correlation between |
lower.tail |
logical; if |
type |
method used to compute confidence interval. It takes on the
values |
n.mc |
when |
Details
This function returns a quantile and the associated error
(accuracy) corresponding the requested percentile (probability) p
of
the distribution of product of mediated effect (product of two normal
random variables). To obtain a quantile using a specific method, the
argument type
should be specified. The default method is
type="dop"
, which uses the method described by Meeker and Escobar
(1994) to evaluate the CDF of the distribution of product of two normal
variables. type="MC"
uses the Monte Carlo approach (Tofighi &
MacKinnon, 2011). type="all"
prints quantiles using all three
options. For the method type="dop"
, the error is the modulus of
absolute error for the numerical integration (for more information see
Meeker and Escobar, 1994). For type="MC"
, the error refers to the
Monte Carlo error.
Value
An object of the type list
that contains the
following values:
q |
quantile corresponding to probability |
error |
estimate of the absolute error |
Author(s)
Davood Tofighi dtofighi@gmail.com
References
Tofighi, D. and MacKinnon, D. P. (2011). RMediation: An R package for mediation analysis confidence intervals. Behavior Research Methods, 43, 692–700. doi:10.3758/s13428-011-0076-x
See Also
Examples
##lower tail
qprodnormal(p=.1, mu.x=.5, mu.y=.3, se.x=1, se.y=1, rho=0,
lower.tail = TRUE, type="all")
##upper tail
qprodnormal(p=.1, mu.x=.5, mu.y=.3, se.x=1, se.y=1, rho=0,
lower.tail = FALSE, type="all")