qMC: Quantile for the Monte Carlo Sampling Distribution of a...

In quantPsych/RMediation: Mediation Analysis Confidence Intervals

Quantile for the Monte Carlo Sampling Distribution of a nonlinear function of coefficients estimates

Description

This function returns a quantile corresponding to the probability p.

Usage

qMC(p, mu, Sigma, quant, n.mc = 1e+06, ...)

Arguments

p	probability.
mu	a vector of means (e.g., coefficient estimates) for the normal random variables. A user can assign a name to each mean value, e.g., mu=c(b1=.1,b2=3); otherwise, the coefficient names are assigned automatically as follows: b1,b2,....
Sigma	either a covariance matrix or a vector that stacks all the columns of the lower triangle variance–covariance matrix one underneath the other.
quant	quantity of interest, which is a nonlinear/linear function of the model parameters. Argument quant is a formula that must start with the symbol "tilde" (~): e.g., ~b1*b2*b3*b4. The names of coefficients must conform to the names provided in the argument mu or to the default names, i.e., b1,b2,....
n.mc	Monte Carlo sample size. The default sample size is 1e+6.
...	additional arguments.

Value

scalar quantile value.

Author(s)

Davood Tofighi [e-mail]

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

medci RMediation-package

Examples

qMC(.05,
  mu = c(b1 = 1, b2 = .7, b3 = .6, b4 = .45), Sigma = c(.05, 0, 0, 0, .05, 0, 0, .03, 0, .03),
  quant = ~ b1 * b2 * b3 * b4
)

quantPsych/RMediation documentation built on March 4, 2024, 6 p.m.