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

## 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
```