blockm: Construct a block-diagonal matrix

View source: R/PO2PLS_functions.R

blockmR Documentation

Construct a block-diagonal matrix

Description

Construct a block-diagonal matrix

Usage

blockm(A, B, C)

Arguments

A

Numerical matrix. Upper diagonal block.

B

Numerical matrix. Off diagonal block.

C

Numerical matrix. Lower diagonal block

Details

This function is typically called for constructing the covariance matrix of $(x,y)$.

Value

A block diagonal matrix of the form \begin{bmatrix} A & B \\ B' & C \end{bmatrix}.


selbouhaddani/PO2PLS documentation built on Feb. 23, 2024, 5:25 a.m.