For your first question, here's a function originally posted by Ben Bolker,
with modification by Rich Raubertas:
blockdiag <- function (x, ...)
{
if (!is.list(x))
x <- list(x)
args <- list(...)
if (length(args) > 0)
args <- c(x, args)
else args <- x
idx <- wh
Dear R-users,
Does anybody know how to construct a block-diagonal matrix (with the blocks
being different matrixs, concerning the dimension and the values) ?
I would like to know also if there is any package that generates values from a
multivariate skew normal distribution.
Thanks all,
