mvrnormArma


Antithetic simulation of MVN random variables


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Fits the joint model proposed by Henderson and colleagues (2000)
<doi:10.1093/biostatistics/1.4.465>, but extended to the case of multiple
continuous longitudinal measures. The time-to-event data is modelled using a
Cox proportional hazards regression model with time-varying covariates. The
multiple longitudinal outcomes are modelled using a multivariate version of the
Laird and Ware linear mixed model. The association is captured by a multivariate
latent Gaussian process. The model is estimated using a Monte Carlo Expectation
Maximization algorithm. This project is funded by the Medical Research Council
(Grant number MR/M013227/1).

mvrnormArma: Antithetic simulation of MVN random variables

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