Create a Block Diagonal Matrix with NA outside the diagonal

Build a block diagonal matrix with NA values outside the diagonal given several building block matrices.

Usage

bdiagNA(...)

Arguments

...: individual matrices or a list of matrices.

Value

A block diagonal matrix with NA values outside the diagonal.

Details

This function is useful 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