Block diagonal concatenation of input arguments.
Variable number of matrices M1, M2, ....
M1, M2, ...
A block diagonal matrix diag(M1, M2, ...).
diag(M1, M2, ...)
Giovanni M. Marchetti
X <- c(1,1,2,2); Z <- c(10, 20, 30, 40); A <- factor(c(1,2,2,2))
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