Build a block diagonal matrix with NA values outside the diagonal given several building block matrices.
Details
This function is usefull to build the correlation matrices, when only partial knowledge of the correlation exists.
Author
Kornelius Rohmeyer rohmeyer@small-projects.de
Examples
bdiagNA(diag(3), matrix(1/2,nr=3,nc=3), diag(2))
#> [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8]
#> [1,] 1 0 0 NA NA NA NA NA
#> [2,] 0 1 0 NA NA NA NA NA
#> [3,] 0 0 1 NA NA NA NA NA
#> [4,] NA NA NA 0.5 0.5 0.5 NA NA
#> [5,] NA NA NA 0.5 0.5 0.5 NA NA
#> [6,] NA NA NA 0.5 0.5 0.5 NA NA
#> [7,] NA NA NA NA NA NA 1 0
#> [8,] NA NA NA NA NA NA 0 1