rmvlnorm: simulated correlated lognormal deviates, according to...
In yags: Yet Another GEE Solver

Description Usage Arguments Value Author(s) References Examples

simulated correlated lognormal deviates, according to appendix of Wang and Carey 2004 JASA

1	rmvlnorm(n = 100, lmu = c(2, 3, 4), lcov = diag(c(2, 3, 4),3,3))

`n`	number of p-vectors to be returned
`lmu`	p-vector of response mean
`lcov`	pxp matrix of response covariance

an n x p matrix of marginally lognormal responses with specified mean and covariance

VJ Carey

Wang YG, Carey VJ, Unbiased estimating equations ..., JASA Sept 2004, v99, no 467, 845-853

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
mm = matrix(.75, 3, 3)
diag(mm) = 1
var( rmvlnorm( 1000, c(2,3,4), mm ) )