I thought it was wholly invented by Lovecraft

Yeah I think that's right. Here's a wikipedia entry. Lovecraft invented it and developed a fictional history for it, but he never wrote it as a book. It was a fictional book that made appearances in the mythos of his actual books.

I've read a bunch of Lovecraft, and enjoyed most of it. IMO he was shit at character development, but fantastic at creating a mythos and foreboding atmosphere of evil lurking just under the surface.