R help - Aug 2005 - Block-Diagonal Matrix and Multivariate Skew Normal

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,
 
Caio
 
 

		
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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 <- which(!sapply(args, is.matrix))
    if (length(idx) > 0) 
        for (i in idx) args[[i]] <- as.matrix(args[[i]])
    if (length(args) == 1) 
        return(args[[1]])
    nr <- sapply(args, nrow)
    nc <- sapply(args, ncol)
    cumnc <- cumsum(nc)
    NR <- sum(nr)
    NC <- sum(nc)
    rowfun <- function(m, zbefore, zafter) {
        cbind(matrix(0, ncol = zbefore, nrow = nrow(m)), m, matrix(0, 
            ncol = zafter, nrow = nrow(m)))
    }
    ret <- rowfun(args[[1]], 0, NC - ncol(args[[1]]))
    for (i in 2:length(args)) {
        ret <- rbind(ret, rowfun(args[[i]], cumnc[i - 1], NC - 
            cumnc[i]))
    }
    ret
}

Andy
> From: Caio Lucidius Naberezny Azevedo
> 
> 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,
>  
> Caio
>  
>  
> 
> 		
> ---------------------------------
> 
> 	[[alternative HTML version deleted]]
> 
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