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Build a block diagonal matrix with NA values outside the diagonal given several building block matrices.
bdiagNA(...)
A block diagonal matrix with NA values outside the diagonal.
individual matrices or a list of matrices.
list
Kornelius Rohmeyer rohmeyer@small-projects.de
This function is usefull to build the correlation matrices, when only partial knowledge of the correlation exists.
gMCP
bdiagNA(diag(3), matrix(1/2,nr=3,nc=3), diag(2))
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