rmvn

Draw random samples from multivariate normal distribution with
variance given by a correlation matrix.

Monte Carlo simulation framework for different randomized clinical
trial designs with a special emphasis on estimators based on covariate
adjustment. The package implements regression-based covariate adjustment
(Rosenblum & van der Laan (2010) <doi:10.2202/1557-4679.1138>) and a
one-step estimator (Van Lancker et al (2024)
<doi:10.48550/arXiv.2404.11150>) for trials with continuous, binary and
count outcomes. The estimation of the minimum sample-size required to reach
a specified statistical power for a given estimator uses bisection to find
an initial rough estimate, followed by stochastic approximation
(Robbins-Monro (1951) <doi:10.1214/aoms/1177729586>) to improve the
estimate, and finally, a grid search to refine the estimate in the
neighborhood of the current best solution.

Benedikt Sommer

carts

Simulation-Based Assessment of Covariate Adjustment in
Randomized Trials

Klaus K. Holst

Foroogh Shamsi

Novo Nordisk A/S 

rmvn function

<dl><dt>n</dt>
<dd>number of samples</dd>
<dt>mean</dt>
<dd>matrix with mean values (either a 1xp or nxp matrix)</dd>
<dt>cor</dt>
<dd>matrix with correlation (either a 1x((p-1)*p/2) or nx((p-1)*p/2)
matrix. The correlation coefficients must be given in the order R(1,2),
R(1,3), ..., R(1,p), R(2,3), ... R(2,p), ... where R(i,j) is the entry in
row i and column j of the correlation matrix.</dd>
<dt>var</dt>
<dd>Optional covariance matrix (instead of 'cor' argument)</dd></dl>

Arguments

Multivariate normal distribution function — rmvn

<dl>

<dt>n</dt>
<dd>number of samples</dd>


<dt>mean</dt>
<dd>matrix with mean values (either a 1xp or nxp matrix)</dd>


<dt>cor</dt>
<dd>matrix with correlation (either a 1x((p-1)*p/2) or nx((p-1)*p/2)
matrix. The correlation coefficients must be given in the order R(1,2),
R(1,3), ..., R(1,p), R(2,3), ... R(2,p), ... where R(i,j) is the entry in
row i and column j of the correlation matrix.</dd>


<dt>var</dt>
<dd>Optional covariance matrix (instead of 'cor' argument)</dd>

</dl>

rmvn: Multivariate normal distribution function

Description

Usage

Arguments

Examples