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

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This function is usefull to build the correlation matrices, when only partial knowledge of the correlation exists.

A block diagonal matrix with NA values outside the diagonal.

Kornelius Rohmeyer rohmeyer@small-projects.de

`gMCP`

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Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

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